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 |
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Title of host publication | Pension Fund Risk Management: Financial and Actuarial Modeling |
Pages | 597-635 |
Number of pages | 38 |
DOIs | |
Publication status | Published - 1 Jan 2010 |
Keywords
- Additive DEA estimation methods
- Efficiency
- Management companies
- Pension fund