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Pension Fund Performance

Pablo Antolin ()

No 20, OECD Working Papers on Insurance and Private Pensions from OECD Publishing

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: allocation d'actifs; asset allocation; fonds de pension; investment performance; Markowitz mean-variance portfolio maximization; maximisation du portefeuille Markowitz mean-variance; pension fund; performance des investissements; returns on investment; Sharpe ratio; Sharpe ratio (search for similar items in EconPapers)
JEL-codes: C80 G11 G23 (search for similar items in EconPapers)
Date: 2008-08-01
New Economics Papers: this item is included in nep-cfn
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