Pension Capital Investment in the Context of a Private Pension Fund
| Parent link: | Economic Studies journal Iss. 1.— 2016.— [P. 112-125] |
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| Main Author: | |
| Corporate Author: | |
| Other Authors: | |
| Summary: | Title screen An analysis of the pension legislation has been performed, particularly in the field of restrictions on asset allocation into various funds, and a model for real investment profile has been proposed that secures minimal risk at the given profitability and satisfies legal requirements, as well as immunizes the sub-portfolio of risk-free securities from changes in the market interest rate. The numerical experiment has been carried out with and without regard to transaction expenses. It has been estimated that frequent renegotiation of the portfolio leads to a decrease in profits from investing as a result of transaction expenses. Режим доступа: по договору с организацией-держателем ресурса |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | https://econpapers.repec.org/RePEc:bas:econst:y:2016:i:1:p:112-125 |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=656128 |
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| 200 | 1 | |a Pension Capital Investment in the Context of a Private Pension Fund |f A. A. Mitsel, O. I. Rekundal | |
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| 300 | |a Title screen | ||
| 330 | |a An analysis of the pension legislation has been performed, particularly in the field of restrictions on asset allocation into various funds, and a model for real investment profile has been proposed that secures minimal risk at the given profitability and satisfies legal requirements, as well as immunizes the sub-portfolio of risk-free securities from changes in the market interest rate. The numerical experiment has been carried out with and without regard to transaction expenses. It has been estimated that frequent renegotiation of the portfolio leads to a decrease in profits from investing as a result of transaction expenses. | ||
| 333 | |a Режим доступа: по договору с организацией-держателем ресурса | ||
| 461 | |t Economic Studies journal | ||
| 463 | |t Iss. 1 |v [P. 112-125] |d 2016 | ||
| 610 | 1 | |a электронный ресурс | |
| 610 | 1 | |a труды учёных ТПУ | |
| 610 | 1 | |a пенсионное законодательство | |
| 610 | 1 | |a пенсии | |
| 610 | 1 | |a пенсионные фонды | |
| 610 | 1 | |a инвестиции | |
| 610 | 1 | |a риски | |
| 610 | 1 | |a прибыльность | |
| 610 | 1 | |a транзакции | |
| 700 | 1 | |a Mitsel |b A. A. |c mathematician |c Professor of Tomsk Polytechnic University, Doctor of technical sciences |f 1947- |g Artur Aleksandrovich |3 (RuTPU)RU\TPU\pers\35618 |9 18787 | |
| 701 | 1 | |a Rekundal |b O. I. |c economist-mathematician |c Associate Professor of Tomsk Polytechnic University, Candidate of Technical Sciences |f 1987- |g Olga Igorevna |3 (RuTPU)RU\TPU\pers\39684 |9 21055 | |
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