Reflexiones en Torno a Políticas de Inversión Adecuadas para las Administradoras de Fondos de Pensiones (AFP)

Eduardo Walker ()

Latin American Journal of Economics-formerly Cuadernos de Economía, 1991, vol. 28, issue 85, 359-384

Abstract: This paper analyzes the investment strategies that should be followed by the pension fund administrators (AFPs) in Chile in order to maximize objective functions characterized by risk aversion. The investment problem is formally set up and solved for spec

Date: 1991
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Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

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