Search Results - subject:"national pension"

Income redistributive effects of South Korea's 5th national pension reform plan : focusing on disparities in contribution period and life expectancy across income class

Park, Jeonyong - 2024

Persistent link: https://www.econbiz.de/10014547219

Management of the pension fund in Korea : sharpe ratio as a measurement

Cheong, Mun-Kyung; Kim, Yong-Hyeon; Kim, Kyoung-Ha - In: Global business and finance review 28 (2023) 6, pp. 95-111

Purpose: This study criticizes the existing benchmarks of the national equity fund specified by the National Pension … measures to capture the relationship. Originality/value: This is the first research to analyze the national pension equity fund …

Persistent link: https://www.econbiz.de/10014443276

Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management

Eom, Yunsung; Woo, Mincheol - In: Journal of derivatives and quantitative studies 31 (2023) 3, pp. 197-218

As of May 2022, the National Pension Service of Korea is the world's third-largest pension fund, with assets worth KRW … to external asset managers. Given the absence of prior research on the National Pension Service's (NPS's) management …

Persistent link: https://www.econbiz.de/10014375111

Stock lending and short-selling : evidence from national pension service in Korea

Lee, Kuan-hui; Wang, Shu Feng - In: Journal of derivatives and quantitative studies 30 (2022) 3, pp. 146-171

The National Pension Service (NPS) of Korea suddenly announced that they would suspend their stock lending business …

Persistent link: https://www.econbiz.de/10013411549

Market impact cost asymmetry of the National Pension Service and its determinant analysis

Eom, Yunsung; Woo, Mincheol - In: Journal of derivatives and quantitative studies 30 (2022) 3, pp. 172-196

As of March 2021, the National Pension Service (NPS) is the world’s 3rd largest pension fund with 872.5tn won (KRW) in …

Persistent link: https://www.econbiz.de/10013411557

Pension tracking system application : a new supervision challenge in the EU

Dimitrov, Stanislav; Hadad, Elroi - In: International journal of economic sciences : IJoES 11 (2022) 2, pp. 48-57

Persistent link: https://www.econbiz.de/10013479253

Time-varying fund manager skill in Korea

Shin, Jung-Cheol; Cheong, Mun-Kyung; Kim, Yong-Hyeon; … - In: Global Business & Finance Review (GBFR) 26 (2021) 2, pp. 1-17

Purpose: This study utilizes the KNV measure to evaluate performance of national pension funds of Korea. Design … first research to analyze the national pension fund using KNV methodology in the Korean market. …

Persistent link: https://www.econbiz.de/10013185578

The market impact of futures trading by the National Pension Service (NPS) of Korea

Woo, Mincheol; Kim, Meong Ae - In: Journal of derivatives and quantitative studies 29 (2021) 3, pp. 115-233

The National Pension Service (NPS) of Korea is one of the largest institutional investors in the world and it has been …

Persistent link: https://www.econbiz.de/10012658729

Time-varying fund manager skill in Korea

Shin, Jung-Cheol; Cheong, Mun-Kyung; Kim, Yong-Hyeon; … - In: Global business and finance review 26 (2021) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10012695790

Transactions of the National Pension Service of Korea in the KOSPI200 futures market

Kim, Meong Ae; Woo, Mincheol - In: Journal of derivatives and quantitative studies 29 (2021) 2, pp. 156-170

It is known that the National Pension Service (NPS) of Korea contributes to the market stability because it tends to …

Persistent link: https://www.econbiz.de/10012592917