ABSTRACT
This chapter identifies the investment style carried out by Spanish balanced pension plans during the period 2000-2007. For this reason, we analyze the multicollinearity between di erent benchmarks in order to choose the best style model.
This chapter identifies the investment style carried out by Spanish balanced pension plans during the period 2000-2007. For this reason, we analyze the multicollinearity between di erent benchmarks in order to choose the best style model.