Analysis of the Influence of the Annualized Rate of Rentability on the Unit Value of the Net Assets of the Private Administered Pension Fund NN

Constantin Durac
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Constantin Durac: University of Craiova, Faculty of Economics and Business Administration

Finante - provocarile viitorului (Finance - Challenges of the Future), 2018, vol. 1, issue 20, 175-188

Abstract: Starting from the idea that the profitability of a private pension fund has repercussions on the unit value of the net asset, which is able to directly influence the level of the sums accumulated on the members' account, I consider it useful to know the relation of dependence between the annualized return and unit value of the net asset. To conduct the research, I chose the NN Private Administered Pension Fund, which is part of Romania's Pension Pillar II. With the help of the EViews 9.5 Student / Lite Version software, I aim to obtain a valid econometric model with which I can predict the unit asset value of the net asset according to the evolution of the annualized rate of return. After obtaining a valid model, I will predict the unit asset value of the net asset for two hypothetical levels of the annualized rate of return.

Keywords: Pillar II; net asset value, annualized rate of return, econometric model, unifactorial linear regression. (search for similar items in EconPapers)
JEL-codes: G23 G28 G29 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:175-188

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