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An Actual Position Benchmark for Mexican Pension Funds Performance

The present paper proposes the use of a life cycle investment benchmark (called actual position benchmark or apb ) in the asset types allowed in the consar rules for Mexican pension funds (Siefores). Its mean-variance efficiency is tested against the equally weighted, the minimum var...

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Dades bibliogràfiques
Publicat a:Economía: Teoría y práctica
Autors principals: Óscar V. De la Torre Torres, Evaristo Galeana Figueroa, Dora Aguilasocho Montoya
Format: Artigo
Idioma:Inglês
Publicat: Universidad Autónoma Metropolitana 2015
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Accés en línia:https://www.redalyc.org/articulo.oa?id=281143337006
https://www.redalyc.org/journal/2811/281143337006/
https://www.redalyc.org/journal/2811/281143337006/html/
https://www.redalyc.org/journal/2811/281143337006/281143337006.epub
https://www.redalyc.org/journal/2811/281143337006/movil
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