Pension Fund Performance
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- 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.
- repec:eee:finana:v:54:y:2017:i:c:p:63-75 is not listed on IDEAS
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Keywordsallocation 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;
- 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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