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http://hdl.handle.net/10553/54514
| Título: | Beta risk to individual pension plans in Spain | Autores/as: | Padrón, Yaiza García Boza, Juan García |
Palabras clave: | Return Model |
Fecha de publicación: | 2009 | Editor/a: | 0121-5051 | Publicación seriada: | Innovar: Revista de Ciencias Administrativas y Sociales | Resumen: | 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 | Fuente: | Innovar[ISSN 0121-5051],v. 19, p. 91-104 |
| Colección: | Artículos |
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