Torre Torres, Oscar V. de la; Galeana-Figueroa, Evaristo; … - In: Economic challenges of pension systems : a …, (pp. 377-396). 2020
In the present chapter, we measure the performance of the four types of SIEFOREs and their corresponding performance indices in a two-regime scenario. With the use of Markov-switching models, we found that the historical prices and performance of the SIEFOREs can be modeled with a two-regime...
