Pension Fund Performance

Pablo Antolíni iOECD

Organisation for Economic Co-operation and Development

关键词: investment performance;    returns on investment;    Markowitz mean-variance portfolio maximization;    Sharpe ratio;    pension fund;    asset allocation;   

DOI  :  https://doi.org/10.1787/240401404057

学科分类：社会科学、人文和艺术（综合）

来源: OECD iLibrary

【 摘 要 】

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.