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Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssues

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Author Info
Dariusz Stanko (Osaka University, Warsaw School of Economics)

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Abstract

This paper is a part of the author's wider research on the current Polish pension fund system. It deals with the systemfs efficiency from the point of view of the individual fund member. After over three years of functioning, the savings accumulated with the pension funds only slightly exceed the total premiums that have so far been paid. The study shows that the system is not cost effective and that the incentives produced by the fees and the peer-based performance measurement frameworks have a detrimental impact on active investment management. The low net results from the second pillar are also caused partly by the relatively low share of the funded component of the retirement premium. It is shown that considerable cost improvements can be obtained by immediate corrections. However, more fundamental changes in the system are suggested. In particular, the fee structure should be rearranged to create better motivation for active management. To achieve this, the penalty institution of minimal required rate of return should be abandoned. Furthermore, the investment limits should be reconsidered to allow for greater diversification and higher long-run risk to overcome the capacity problem of the local stock market. This study shows that the evaluation of funds should employ an external index to avoid herding and to allow a long-run investment strategy for retirement purposes. Several possible candidates for benchmarks are proposed.

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Publisher Info
Paper provided by EconWPA in its series Public Economics with number 0302001.

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Length: 51 pages
Date of creation: 04 Feb 2003
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Handle: RePEc:wpa:wuwppe:0302001

Note: Type of Document - Acrobat PDF; prepared on IBM PC; to print on Epson; pages: 51 ; figures: included. pdf file, 51 pages
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Web page: http://129.3.20.41

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Related research
Keywords: Pension reform public pensions pension funds government regulation

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Find related papers by JEL classification:
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions

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References listed on IDEAS
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.:
  1. Del Guercio, Diane, 1996. "The distorting effect of the prudent-man laws on institutional equity investments," Journal of Financial Economics, Elsevier, vol. 40(1), pages 31-62, January. [Downloadable!] (restricted)
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  3. Peterson, David & Rice, Michael L, 1980. " A Note on Ambiguity in Portfolio Performance Measures," Journal of Finance, American Finance Association, vol. 35(5), pages 1251-56, December. [Downloadable!] (restricted)
  4. Deborah Lucas, 2001. "Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World," International Review of Finance, International Review of Finance Ltd., vol. 2(3), pages 179-202. [Downloadable!] (restricted)
  5. Elton, Edwin J, et al, 1993. "Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 6(1), pages 1-22. [Downloadable!] (restricted)
  6. Ravi Jagannathan & Narayana R. Kocherlakota, 1996. "Why should older people invest less in stock than younger people?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 11-23. [Downloadable!]
  7. Ross, Stephen A, 1989. " Institutional Markets, Financial Marketing, and Financial Innovation," Journal of Finance, American Finance Association, vol. 44(3), pages 541-56, July. [Downloadable!] (restricted)
  8. 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. [Downloadable!] (restricted)
  9. Nagorniak, John, 1982. " Risk Adjusted Equity Performance Measurement," Journal of Finance, American Finance Association, vol. 37(2), pages 555-61, May. [Downloadable!] (restricted)
  10. Feldstein, Martin & Horioka, Charles, 1980. "Domestic Saving and International Capital Flows," Economic Journal, Royal Economic Society, vol. 90(358), pages 314-29, June. [Downloadable!] (restricted)
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  1. Martin T. Bohl, Judith Lischewski and Svitlana Voronkova, 2008. "Does Regulation Hurt Pension Funds' Performance? Evidence from Strongly Regulated Pension Fund Industries," The Institute for International Integration Studies Discussion Paper Series iiisdp247, IIIS. [Downloadable!]
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