Sumários
Pension funds risk management
18 Dezembro 2014, 14:30 • Maria Teresa Garcia
Pension funds risk management
Paper presentation
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
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
Pension Fund Performance Measurement
27 Novembro 2014, 14:30 • Maria Teresa Garcia
Pension Fund Performance Measurement
Returns calculation
Students papers presentation
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