Performance Persistence of Dutch Pension Funds
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- Akshentseva, Ksenya & Abramov, Alexander & Chernovà, Maria, 2015. "Problems of Formation and Evaluation of Strategies for Portfolio Investment of Pension Reserves, Accruals and Collective Investments in Russia," Published Papers mn24, Russian Presidential Academy of National Economy and Public Administration.
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More about this item
KeywordsPension fund investment; Performance evaluation; z-score ; G23; C12;
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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