Performance evaluation of the Turkish pension fund system
نویسندگان
چکیده
منابع مشابه
Pension Fund Performance
/RÉSUMÉ Pension Fund Performance 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 manageme...
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Using a data set on more than 300 UK pension funds' asset holdings, this paper provides a systematic investigation of the performance of managed portfolios across multiple asset classes. We ̄nd evidence of slow mean reversion in the funds' portfolio weights towards a common, time-varying strategic asset allocation. We also ̄nd surprisingly little cross-sectional variation in the average ex post...
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ژورنال
عنوان ژورنال: Journal of Capital Markets Studies
سال: 2019
ISSN: 2514-4774
DOI: 10.1108/jcms-03-2019-0013