Return Simulations in the Private Pensions Industry in Peru
AbstractThis document contains a series of simulation exercises aimed at modeling returns in the private pension funds industry in Peru over the next 50 years. The results support the argument that return losses registered in Pension Funds due to the global financial crisis are part of a set of temporary phenomenon. In this way, a long-term approach offers a higher growth prospective for returns than other savings alternatives. Also, we conclude that returns vary according to the risk profile of the fund chosen by the affiliates for their contributions, and that choosing the Type 3 Fund yields higher returns, albeit through more exposure to equities and thus greater volatility.
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Bibliographic InfoPaper provided by BBVA Bank, Economic Research Department in its series Working Papers with number 1020.
Length: 24 pages
Date of creation: Jun 2010
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-AGE-2010-10-16 (Economics of Ageing)
- NEP-ALL-2010-10-16 (All new papers)
- NEP-CMP-2010-10-16 (Computational Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Anna Christina D'Addio & José Seisdedos & Edward R. Whitehouse, 2009. "Investment Risk and Pensions: Measuring Uncertainty in Returns," OECD Social, Employment and Migration Working Papers 70, OECD Publishing.
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