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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Field Value
Format TXT
License CC-BY 4.0
Type data
Version 1
Publication Date 2012
Availability Download
Geographic Area (free) world
Temporal Coverage (free) 1/1990-12/2010
Unit Type Event/Process
Number of Units 3730
Sampled Universe pension funds
Number of Variables 6
Last updated June 25, 2015
Created June 25, 2015