A two-regime performance test of the Mexican public pension funds (SIEFOREs)
Year of publication: |
2020
|
---|---|
Authors: | Torre Torres, Oscar V. de la ; Galeana-Figueroa, Evaristo ; Aguilasocho-Montoya, Dora |
Published in: |
Economic challenges of pension systems : a sustainability and international management perspective. - Cham, Switzerland : Springer, ISBN 978-3-030-37911-7. - 2020, p. 377-396
|
Subject: | Markov-switching models | Pension fund performance | Pension funds | Portfolio back test and simulation | SIEFORE | Mexiko | Mexico | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Simulation | Kapitaleinkommen | Capital income | Altersvorsorge | Retirement provision |
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