Desempeño Financiero de las Carteras Accionarias de los Fondos de Pensiones en Chile ¿Ha Tenido Desventajas ser Grandes?
This article studies the stock portfolios held by the AFPs (Chilean pension fund managers) in the context of explaining the overall observed portfolio return differences. Descriptive statistics are presented. Several hypotheses are studied and we search f
Volume (Year): 30 (1993)
Issue (Month): 89 ()
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- Mark Grinblatt & Sheridan Titman, .
"Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings,"
Rodney L. White Center for Financial Research Working Papers
23-88, Wharton School Rodney L. White Center for Financial Research.
- 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.
- 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.
- Mark Grinblatt & Sheridan Titman, . "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.
- 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.
- Eduardo Walker, 1993. "Desempeño Financiero de las Carteras de Renta Fija 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., vol. 30(89), pages 1-34.
- 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.
- Eduardo Walker, . "Fondos de Pensión: Políticas de Inversión, Performance e Información a los Afiliados," Documentos de Trabajo 132, Instituto de Economia. Pontificia Universidad Católica de Chile..
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