Investment strategies of institutional investors: evidence from Dutch flow-of-funds data

Leo de Haan and Jan Kakes

Applied Economics Letters, 2012, vol. 19, issue 2, 155-159

Abstract: This article investigates investment strategies of Dutch pension funds, life insurers and nonlife insurers, using quarterly flow-of-funds data. The results suggest that all three investor types buy past losers and sell past winners, although they only partially rebalance their portfolios that way.

Date: 2012
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DOI: 10.1080/13504851.2011.570701

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