Pension Fund Board Governance and Asset Allocation: Evidence from Switzerland

2019 ◽  
Author(s):  
Nadège Bregnard ◽  
Carolina Salva
Keyword(s):  
Asset Allocation ◽  
Pension Fund ◽  
Board Governance

A Global Perspective on Pension Fund Asset Allocation

CFA Digest ◽  
1998 ◽  
Vol 28 (4) ◽  
pp. 45-46
Author(s):  
Charles F. Peake
Keyword(s):  
Asset Allocation ◽  
Pension Fund ◽  
Global Perspective

Research on Asset Allocation Model of Pension Fund in China

2011 ◽  
Vol 422 ◽  
pp. 448-451
Author(s):  
Mei Wang ◽  
Li Yan Han ◽  
Yan Sui Yang
Keyword(s):  
Financial Market ◽  
Asset Allocation ◽  
Price Index ◽  
Pension Fund ◽  
Pension System ◽  
Consumer Price Index ◽  
Minimum Variance ◽  
Allocation Model ◽  
Investment Policies ◽  
The Core

The preservation and appreciation of pension fund is the core of the whole pension system. As the cash for daily life of the retiree, the investment rate of return of pension fund has to be higher than Consumer Price Index (CPI) in order to maintain the purchase power of pension and play a security role. On the basis of Markowitz theory, the constraint of CPI was added in this paper. The weight of all assets in optimum portfolio and the minimum variance of the portfolio under current financial market were calculated by Matlab software in China. Finally, suggestions on reforming investment policies of pension fund in China were given.

scholarly journals On the Asset Allocation of a Default Pension Fund

2016 ◽  
Author(s):  
Magnus Dahlquist ◽  
Ofer Setty ◽  
Roine Vestman
Keyword(s):  
Asset Allocation ◽  
Pension Fund

Taxes and Pension Fund Asset Allocation

1992 ◽  
Vol 18 (4) ◽  
pp. 24-27 ◽  
Author(s):  
Andrew H. Chen ◽  
William R Reichenstein
Keyword(s):  
Asset Allocation ◽  
Pension Fund

Actuaries, Pension Funds and Investment

1992 ◽  
Vol 43 ◽  
pp. 125-166
Author(s):  
T. G. Arthur ◽  
P. A. Randall
Keyword(s):  
Decision Making ◽  
Asset Allocation ◽  
Performance Monitoring ◽  
Pension Fund ◽  
Pension Funds ◽  
Investment Performance ◽  
Institutional Investment ◽  
Fund Investment

AbstractThe authors discuss the investment of pension and other institutional funds, stressing a theme of investing to meet liabilities. Their aim is to stimulate debate by actuaries and the investment community, leading to the development of better approaches to pension fund investment and its monitoring.The first part of the paper considers the matching of assets to liabilities, concentrating on a major principle applicable to actuarial valuations where assets and liabilities are mismatched.The paper goes on to consider principles of institutional investment and includes discussions of the meaning and measurement of risk, the setting of investment objectives, decision-making, asset allocation and investment performance monitoring.

Sign in / Sign up

Export Citation Format

Share Document