Pension Capital Investment in the Context of a Private Pension Fund

Pension Capital Investment in the Context of a Private Pension Fund

Bibliographic Details
Parent link:Economic Studies journal
Iss. 1.— 2016.— [P. 112-125]
Main Author: Mitsel A. A. Artur Aleksandrovich
Corporate Author: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики и математической физики (ВММФ)
Other Authors: Rekundal O. I. Olga Igorevna
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
Published: 2016
Subjects:
электронный ресурс
труды учёных ТПУ
пенсионное законодательство
пенсии
пенсионные фонды
инвестиции
риски
прибыльность
транзакции
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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