|Title:||Beta risk to individual pension plans in Spain||Authors:||Padrón, Yaiza García
Boza, Juan García
|Issue Date:||2009||Publisher:||0121-5051||Journal:||Innovar: Revista de Ciencias Administrativas y Sociales||Abstract:||This work was mainly aimed at a rigorous study of beta risk to individual Spanish pension plans from 1995-2003, analysing their characterisation, stability and prediction, several measurements being used leading to ratifying results, A sample of plans was thus analysed jointly as well as being divided into three groups regarding weighting variable income (variable-mixed variable income, mixed fixed income 11 and mixed fixed income 1); four different approaches were used for market portfolio.||URI:||http://hdl.handle.net/10553/54514||ISSN:||0121-5051||Source:||Innovar[ISSN 0121-5051],v. 19, p. 91-104|
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