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Desempeño Financiero de las Carteras de Renta Fija de los Fondos de Pensiones en Chile. ¿Ha Tenido Desventajas Ser Grandes?

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  • Eduardo Walker

Abstract

This article looks into the fixed income part of the overall portfolios of the AFPs (Chilean pension fund managers) searching for explanations to the observed return differences. Descriptive statistics are presented for these portfolios and several hypoth

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Bibliographic Info

Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.

Volume (Year): 30 (1993)
Issue (Month): 89 ()
Pages: 1-34

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Handle: RePEc:ioe:cuadec:v:30:y:1993:i:89:p:1-34

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  1. Grinblatt, Mark & Titman, Sheridan D, 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," The Journal of Business, University of Chicago Press, vol. 62(3), pages 393-416, July.
  2. Roll, Richard, 1977. "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory," Journal of Financial Economics, Elsevier, vol. 4(2), pages 129-176, March.
  3. Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 11(1), pages 9-57, January.
  4. Roll, Richard, 1978. "Ambiguity when Performance is Measured by the Securities Market Line," Journal of Finance, American Finance Association, vol. 33(4), pages 1051-69, September.
  5. Mark Grinblatt & Sheridan Titman, . "Portfolio Performance Evaluation: Old Issues and New Insights," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 22-88, Wharton School Rodney L. White Center for Financial Research.
  6. Eduardo Walker, . "Fondos de Pensión: Políticas de Inversión, Performance e Información a los Afiliados," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. 132, Instituto de Economia. Pontificia Universidad Católica de Chile..
  7. Jensen, Michael C, 1969. "Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios," The Journal of Business, University of Chicago Press, vol. 42(2), pages 167-247, April.
  8. Eduardo Walker, . "Desempeño Financiero de las Carteras Accionarias de los Fondos de Pensiones," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. 137, Instituto de Economia. Pontificia Universidad Católica de Chile..
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Cited by:
  1. Solange M. Berstein & Rómulo A. Chumacero, 2003. "Quantifying the Costs of Investment Limits for Chilean Pension Funds," Working Papers Central Bank of Chile 248, Central Bank of Chile.
  2. Srinivas, P.S. & Whitehouse, Edward & Yermo, Juan, 2000. "Regulating private pension funds'structure, performance, and investments : cross-country evidence," Social Protection Discussion Papers 23302, The World Bank.
  3. Eduardo Walker, 1993. "Desempeño Financiero de las Carteras Accionarias de los Fondos de Pensiones en Chile ¿Ha Tenido Desventajas ser Grandes?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 35-76.
  4. Salvador Valdés & Peter Diamond, . "Social Security Reforms in Chile," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. 161, Instituto de Economia. Pontificia Universidad Católica de Chile..

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