Essays about: "Pension fund"

Showing result 21 - 25 of 63 essays containing the words Pension fund.

1. 21. Citizen participation within UK pension fund responsible investment decisions

   University essay from Malmö universitet/Fakulteten för kultur och samhälle (KS)

   Author : Richard Sleight; [2018]
   Keywords : Responsible Investment; Investment; Pensions; Participation; Social Change; Development; Corporate Social Responsibility; UK; International Development; Power; C4D; Communication for Development; Communication;

   Abstract : Pensions funds represent the collective savings of millions of people and the decisions and actions they take can be greatly beneficial or detrimental to the global economy, society, and the lives of people around the world. The aim of this project is to investigate the possibilities of citizen participation in relation to responsible investment in UK occupational pension funds, and what the barriers and opportunities are for citizens, in this context pension holders, to participate in financial decisions made on their behalf. READ MORE

3. 22. Quantitative Portfolio Construction Using Stochastic Programming

   University essay from KTH/Matematisk statistik

   Author : Aidin Ashant; Elisabeth Hakim; [2018]
   Keywords : Asset Allocation; Dynamic Portfolio Construction; Stochastic Programming; Scenario Generation; Multivariate GARCH; DCC-GARCH; Copula-GARCH; Transaction Costs; Mean-Absolute Deviation; Risk Parity; Mean-Variance; Tillgångsallokering; Dynamisk Portfölj Konstruktion; Stokastisk Programmering; Scenario Generation; Multivariat GARCH; DCC-GARCH; Copula- GARCH; Transaktionskostnader; Mean-Absolute Deviation; Risk Parity; Mean-Variance;

   Abstract : In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. READ MORE

4. 23. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

   University essay from Umeå universitet/Företagsekonomi

   Author : Hanna Larsson; Daniel Gustafsson; [2017]
   Keywords : pension; fee; size; performance; active management;

   Abstract : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. READ MORE

5. 24. Development and evaluation of stress tests : Utilizing stress tests to complement the current ex-ante analysis at Second Swedish National Pension Fund

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Andreas Antonsen Åberg; [2017]
   Keywords : Stress tests; coherent stress test; historical stress test; risk measures;

   Abstract : Stress tests are on a regular basis mentioned on the financial markets where some institutions have to perform it as a regulatory requirement and others have it as an optional way to complement their predictions. Stress tests are used to see how robust a financial instrument or a portfolio are in various scenarios. READ MORE

6. 25. Mutual fund performance in the Swedish premium system - Beyond the mean-variance framework

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rasmus Håkansson; [2017]
   Keywords : PPM mutual fund performance higher moments Sharpe ratio; Business and Economics;

   Abstract : This paper presents an evaluation of the Swedish pension system, using performance measures that accounts for higher moments of the distribution. The aim of this study is to analyze the relationship between the classical Sharpe ratio and more sophisticated measures, while specifically focusing on the outcome of the default fund in the system. READ MORE