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Characteristic features of the investment activities of the pension funds in Bulgaria

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  • Rayna Tsaneva
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    Abstract

    The main theoretical aspects of asset management are focused in this article in order to outline the features directly related to the investment portfolios of the pension funds with the largest application and significance. This approach elucidates the causes for the current state of the investment activities of the pension companies in Bulgaria. The dynamics of the investment instruments and the structure of the investment portfolios in the country are studied to identify some of the leading and principal trends in the post EU accession period of Bulgaria under the conditions of global financial crisis. Interesting and contradicting conclusions are made about the changes in the investment structure of the pension funds.

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    Bibliographic Info

    Article provided by Bulgarian Academy of Sciences - Economic Research Institute in its journal Economic Thought.

    Volume (Year): (2013)
    Issue (Month): 2 ()
    Pages: 100-119

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    Handle: RePEc:bas:econth:y:2013:i:2:p:100-119

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, American Finance Association, vol. 7(1), pages 77-91, 03.
    2. Merton, Robert C., 1995. "Financial innovation and the management and regulation of financial institutions," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(3-4), pages 461-481, June.
    3. Edwin J. Elton & Martin J. Gruber, 1997. "Modern Portfolio Theory, 1950 to Date," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 97-3, New York University, Leonard N. Stern School of Business-.
    4. Georgi Shopov, 2008. "The Bulgarian Pension System - design, pre-reform and post-reform financial status," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-21.
    5. Elton, Edwin J. & Gruber, Martin J., 1997. "Modern portfolio theory, 1950 to date," Journal of Banking & Finance, Elsevier, Elsevier, vol. 21(11-12), pages 1743-1759, December.
    6. Merton, Robert C., 1972. "An Analytic Derivation of the Efficient Portfolio Frontier," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 7(04), pages 1851-1872, September.
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