Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/54514
Title: Beta risk to individual pension plans in Spain
Authors: Padrón, Yaiza García 
Boza, Juan García
Keywords: Return
Model
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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