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...
Tallennettuna:
| Julkaisussa: | Economía: Teoría y práctica |
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| Päätekijät: | , , |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Universidad Autónoma Metropolitana
2015
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| Aiheet: | |
| Linkit: | 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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