Essays about: "pension fund management"
Showing result 1 - 5 of 26 essays containing the words pension fund management.
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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. 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
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4. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE
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5. Investing made easy : Make pension investment based on one single factor
University essay from Jönköping University/Internationella HandelshögskolanAbstract : As a part of the Swedish pension system all participants in the working population are given the control of an investment account, which is funded with their pension contributions. The purpose of the account is to allow everyone the possibility to tailor their pension investments in accordance with personal values about risk and expected returns. READ MORE