Australian superannuation fund asset allocation
The paper analyzes the asset class switching behavior of Australian superannuation funds using a Markov Regime Switching framework, indicating smaller funds are more aggressive and larger ones are more conservative.
Featured in No. 27 on 29 Nov 2023 · on release day
- Released
- 29 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-022-04741-0
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).