Desempeño Financiero de las Carteras de Renta Fija de los Fondos de Pensiones en Chile. ¿Ha Tenido Desventajas Ser Grandes?
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
Volume (Year): 30 (1993)
Issue (Month): 89 ()
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- Eduardo Walker, "undated". "Fondos de Pensión: Políticas de Inversión, Performance e Información a los Afiliados," Documentos de Trabajo 132, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Mark Grinblatt & Sheridan Titman, "undated". "Portfolio Performance Evaluation: Old Issues and New Insights," Rodney L. White Center for Financial Research Working Papers 22-88, Wharton School Rodney L. White Center for Financial Research.
- 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.
- Eduardo Walker, "undated". "Desempeño Financiero de las Carteras Accionarias de los Fondos de Pensiones," Documentos de Trabajo 137, Instituto de Economia. Pontificia Universidad Católica de Chile..
- 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, vol. 11(1), pages 9-57, January.
- 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.
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