Pension Fund Performance
21 Pages Posted: 26 Mar 2009
Date Written: August 29, 2008
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.
Keywords: Investment performance, pension funds, returns on investment, asset allocation, Sharpe ratio, Markowitz mean-variance portfolio maximization
JEL Classification: G11, G23, C80
Suggested Citation: Suggested Citation