Ranking of Opened-end Pension Funds (OPF) - Forecasts for 2004-2005

Dorota Miszczyńska ()
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Dorota Miszczyńska: University of Lodz, Poland

Chapter 1 in Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, 2004, vol. 177, pp 5-21 from University of Lodz

Abstract: The paper proposes an application of the methodology of multicriterial optimization to forecast the ranking of OPF in 2004-2005. The analysis starts with a historical ranking of Polish Opened-end Pension Funds (OPF) based on 8 criteria, done by discreet multicriterial optimization methods AHP and PROMETHEE. Then we forecast of the criteria, based on structure indicators. We discuss several variants of a multistage forecasting procedure for the criteria, up to bipropotional RAS method. Finally the discreet multicriterial optimization methods are being used to rank the future performance of OPF in 2004-2005 on the basis of the forecasted values of criteria.

Keywords: Opened-end pension funds; Multicriteria ranking; AHP and PROMETHEE methods; RAS method (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2004:n:177:ch:01:foe

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