Pension funds risk management

18 Dezembro 2014, 14:30 • Maria Teresa Garcia

Pension funds risk management

Paper presentation

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Jensen’s Differential Return Measure

11 Dezembro 2014, 14:30 • Maria Teresa Garcia

Jensen's Differential Return Measure

Problems with Portfolio Performance Evaluation

Characteristics of a good Performance Benchmark

Performance Attribution Analysis

 

 

 

 

 

 

 

 

 

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Pension Fund Performance Measurement

4 Dezembro 2014, 14:30 • Maria Teresa Garcia

Pension Fund Performance Measurement

Comparison between MWRs and TWRs

Sources of error in perfromance measurement

Peer group comparison

Performance measures on risk-adjusted excess returns

Students papers presentation

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Pension Fund Performance Measurement

27 Novembro 2014, 14:30 • Maria Teresa Garcia

Pension Fund Performance Measurement

Returns calculation

Students papers presentation

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Pension Expense determination

20 Novembro 2014, 14:30 • Maria Teresa Garcia

Pension Expense determination

Examples and critics

Pension Expense and pension cost

Students papers presentations

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