Return-based style analysis applied to Spanish balanced pension plans
Year of publication: |
2010
|
---|---|
Authors: | Andreu, Laura ; Ortiz, Cristina ; Sarto, José Luis ; Vicente, Luis |
Published in: |
Pension fund risk management : financial and actuarial modeling. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4398-1752-0. - 2010, p. 689-706
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Rendite | Yield | Benchmarking | Spanien | Spain | 2000-2007 |
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