Efficiency analysis in the spanish pension funds industry: A frontier approach

Carmen Pilar Martí-Ballester; Diego Prior-Jiménez

doi:10.1201/9781439817544

Efficiency analysis in the spanish pension funds industry: A frontier approach

Carmen Pilar Martí-Ballester, Diego Prior-Jiménez

Research output: Chapter in Book › Chapter › Research › peer-review

3 Citations (Scopus)

Abstract

© 2010 by Taylor and Francis Group, LLC. As a starting point, we analyze the risk-return management of pension plans, checking to what extent the participation of the future pensioners have any in uence in the pension plan’s performance. A er this, we examine the risk-return management in each management rm, taking into account the legal status of the parent company (savings bank, private bank, mutual insurance company, or insurance company). E ort will be put to determine to what extent the presence of di erent objectives can exert any e ect on the pension plan’s performance.

Original language	English
Title of host publication	Pension Fund Risk Management: Financial and Actuarial Modeling
Pages	597-635
Number of pages	38
DOIs	https://doi.org/10.1201/9781439817544
Publication status	Published - 1 Jan 2010

Keywords

Additive DEA estimation methods
Efficiency
Management companies
Pension fund

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10.1201/9781439817544

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KW - Management companies

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Efficiency analysis in the spanish pension funds industry: A frontier approach

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Keywords

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