pension funds

Peter Schanbacher

Asset allocation of large pension funds. Data set used by Hodder et al. (2012) consisting of stocks, bonds, real estate and commodities. Hodder, J., Jackwerth, J., Kolokolova, O., 2012. Improved portfolio choice using second-order stochastic dominance. Working Paper.


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Last updated June 25, 2015
Created June 25, 2015
Format TXT
License CC-BY 4.0
createdover 4 years ago
dara Availabilitycontrolled1
dara DOI Proposal10.23456/jbnst.2015176.174205
dara PublicationDate2,012
dara RightsFirst published by Hodder, J., Jackwerth, J., Kolokolova, O., in 2012
dara currentVersion1
dara dataTypePension fund indices
dara doiid83xw
dara geographicCoverageFreeworld
dara noteThe indices are publicly available at e.g. at Description see Hodder et al. (2012). The replication file is labeled pension.txt
dara numberUnits3,730
dara numberVariables6
dara res preselectiondata
dara temporalCoverageFree1/1990-12/2010
dara unitType7
dara universeSampledpension funds
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