Pension Fund Performance

Pablo Antolin ()

No 20, OECD Working Papers on Insurance and Private Pensions from OECD, Directorate for Financial and Enterprise Affairs

Abstract: This report provides an analysis of aggregate investment performance by country on a risk adjusted basis using relatively standard investment performance measures. The report also describes privately managed pension funds around the world and the regulatory environment they face. It compares pension funds across countries according to total assets under management and asset allocation, and briefly discusses certain issues surrounding the data reported by pension funds and regulators on investment returns.

La Performance des Fonds de Pensions
Ce rapport fournit une analyse par pays des performances d‘investissement ajustées en fonction du risque et en utilisant des mesures de performance standards. Le rapport décrit également les fonds de pensions privées dans le monde et les régulations auxquels les fonds doivent satisfaire. Il compare les fonds de pension par pays selon leurs actifs totaux et l‘allocation de ceux-ci, et examine brièvement les problèmes avec les données rapportées par les fonds de pension et les régulateurs concernant le rendement des investissements.

Keywords: asset allocation; investment performance; Markowitz mean-variance portfolio maximization; pension fund; returns on investment; Sharpe ratio; allocation des actifs; fonds de pension; maximisation du portefeuille Markowitz mean-variance; performance des investissements; Sharpe ratio (search for similar items in EconPapers)
JEL-codes: C80 G11 G23 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cfn
Date: 2008-08

Downloads: (external link)
http://dx.doi.org/10.1787/240401404057 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:oec:dafaab:20-en

Access Statistics for this paper

More papers in OECD Working Papers on Insurance and Private Pensions from OECD, Directorate for Financial and Enterprise Affairs
Contact information at EDIRC.
Series data maintained by ().