Essays about: "Pension fund"
Showing result 1 - 5 of 63 essays containing the words Pension fund.
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1. Sustainable Investments in Times of Crisis
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. READ MORE
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2. Becoming comfortable with saying yes - a study on risk management and decision-making in a state pension fund
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : Risk management has in recent decades shifted from a concern for financial risk to including a plethora of risks that can adversely affect an organization. One of the categories of risk that has risen in relevance is operational risk, a category many organizations struggle to make sense of, not least due to its qualitative nature. READ MORE
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3. How does sustainability impact Swedish fund managers' investment choices?
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : The purpose of this essay is to examine and to get a better understanding of how fund managers in Sweden invest according to sustainability and how their investment decisions are affected by sustainability. To examine this subject, a qualitative study was conducted in the form of several interviews with Swedish fund managers from equity funds and Swedish national pension funds. READ MORE
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4. The Chilean Old-Age Pension System in Light of International Human Rights Law and the Inter-American Jurisprudence on the Right to Social Security
University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenAbstract : In the early 1980s, during the darkest years of Pinochet’s dictatorship, an apparently innocuous but radical decision was made: to implement an old-age pension system based on individual accounts mandatorily administered by private for-profit entities called ‘pension fund administrators’ (‘AFPs’, by its acronym in Castilian), in which the workers’ social security regarding old-age pensions was in practice totally dependent on their individual saving capacity during their working life. This was a completely novel system at that time, even at the international level, and part of a package of reforms allegedly directed to refound and modernise the country, deeply transforming the functions of the State and the role of the private sector, and causing a multiplicity of consequences felt until today in all possible areas of society and where, of course, human rights are no exception. READ MORE
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5. Considering Tail Events in Hedge Fund Portfolio Optimization
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE