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Pension Fund Performance

Author

Listed:
  • Pablo Antolín

    (OECD)

Abstract

This report provides an analysis of aggregate investment performance by country on a risk adjusted basis using relatively standard investment performance measures. The report also describes privately managed pension funds around the world and the regulatory environment they face. It compares pension funds across countries according to total assets under management and asset allocation, and briefly discusses certain issues surrounding the data reported by pension funds and regulators on investment returns. La Performance des Fonds de Pensions Ce rapport fournit une analyse par pays des performances d‘investissement ajustées en fonction du risque et en utilisant des mesures de performance standards. Le rapport décrit également les fonds de pensions privées dans le monde et les régulations auxquels les fonds doivent satisfaire. Il compare les fonds de pension par pays selon leurs actifs totaux et l‘allocation de ceux-ci, et examine brièvement les problèmes avec les données rapportées par les fonds de pension et les régulateurs concernant le rendement des investissements.

Suggested Citation

  • Pablo Antolín, 2008. "Pension Fund Performance," OECD Working Papers on Insurance and Private Pensions 20, OECD Publishing.
  • Handle: RePEc:oec:dafaab:20-en
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    File URL: http://dx.doi.org/10.1787/240401404057
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    Cited by:

    1. Senderski, Marcin, 2014. "Assessing the strictness of portfolio-related regulation of pension funds: Rethinking the definition of prudent," MPRA Paper 56610, University Library of Munich, Germany.
    2. repec:eee:finana:v:54:y:2017:i:c:p:63-75 is not listed on IDEAS

    More about this item

    Keywords

    allocation d'actifs; asset allocation; fonds de pension; investment performance; Markowitz mean-variance portfolio maximization; maximisation du portefeuille Markowitz mean-variance; pension fund; performance des investissements; returns on investment; Sharpe ratio; Sharpe ratio;

    JEL classification:

    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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