Long Term Risk Assessment in a Defined Contribution Pension System
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- Pablo Castañeda, 2007. "Long Term Risk Assessment in a Defined Contribution Pension System," Working Papers 20, Superintendencia de Pensiones, revised Oct 2007.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2009.
"The long and the short of emerging market debt,"
Policy Research Working Paper Series
5056, The World Bank.
- Luis Opazo & Claudio Raddatz & Sergio L Schmukler, 2010. "The Long and the Short of Emerging Market Debt," Working Papers 42, Superintendencia de Pensiones, revised Jun 2010.
- Luis Opazo & Claudio Raddatz & Sergio Schmukler, 2009. "The Long And The Short Of Emerging Market Debt," Working Papers Central Bank of Chile 530, Central Bank of Chile.
More about this item
KeywordsDynamic convex risk measure; Pension system; Portfolio selection;
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGE-2007-06-11 (Economics of Ageing)
- NEP-ALL-2007-06-11 (All new papers)
- NEP-RMG-2007-06-11 (Risk Management)
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