English, Article, Journal or magazine article edition: Pension Fund Performance Pablo Antolín

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Bookmark: http://trove.nla.gov.au/version/87234
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Pension Fund Performance
Author
  • Pablo Antolín
Physical Description
  • preprint
Notes
  • This report provides an analysis of aggregate investment performance by country on a risk adjusted basis using relatively standard investment performance measures. The report also describes privately managed pension funds around the world and the regulatory environment they face. It compares pension funds across countries according to total assets under management and asset allocation, and briefly discusses certain issues surrounding the data reported by pension funds and regulators on investment returns. La Performance des Fonds de PensionsCe rapport fournit une analyse par pays des performances d‘investissement ajustées en fonction du risque et en utilisant des mesures de performance standards. Le rapport décrit également les fonds de pensions privées dans le monde et les régulations auxquels les fonds doivent satisfaire. Il compare les fonds de pension par pays selon leurs actifs totaux et l‘allocation de ceux-ci, et examine brièvement les problèmes avec les données rapportées par les fonds de pension et les régulateurs concernant le rendement des investissements.
  • pension fund, fonds de pension, investment performance, returns on investment, asset allocation, Sharpe ratio, Markowitz mean-variance portfolio maximization, performance des investissements, allocation des actifs, Sharpe ratio, maximisation du portefeuille Markowitz mean-variance
  • RePEc:oec:dafaab:20-en
Language
  • English
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