Record Details

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Global Markets and Financial Engineering

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Field Value
 
Title .
Performance Analysis of Private Pension Funds and Collective investment funds in the Russian Federation
 
Creator Abramov A...; The Russian Presidential Academy of National Economy and Public Administration; National Research University - Higher School of Economics, Moscow
Chernova M...; The Russian Presidential Academy of National Economy and Public Administration
 
Subject .
pension savings; private pension fund; unit investment trust
 
Description .
This research has been carried out to study the factors enabling to improve the financial effect and to increase the efficiency of investments and management of portfolios of pension reserves and accruals in the Russian Federation. Key approaches to the analysis of various stages of the investment decision-making have been developed by the authors. The quality of arrangement of the investment decision-making process extensively determines reserves of the performance improvement in managing pension reserves and accruals. Using the sample portfolios managed by Russian participants, it is shown that the profitability of these assets depends to the great extent on the allocation of the assets. The authors have summarized scientific hypotheses explaining the impact of asset allocation on profitability and risks of institutional investors' portfolios on grounds of the data of pension portfolios managed by private pension funds and portfolios of collective investment funds in Russia. The role of asset allocation in profitability and risks of their portfolios has been evaluated.
 
Publisher Creative Economy Publishers LLC
 
Contributor —
—
 
Date 2015-03-30
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Отрецензированная статья
 
Format application/pdf
text/html
 
Identifier http://journals.creativeconomy.ru/index.php/gmfe/article/view/466
10.18334/gmfe.2.1.466
 
Source Global Markets and Financial Engineering; Том 2, № 1 (2015); 13-36
Global Markets and Financial Engineering; Том 2, № 1 (2015); 13-36
2412-978X
10.18334/gmfe.2.1
 
Language rus
 
Relation http://journals.creativeconomy.ru/index.php/gmfe/article/view/466/1808
http://journals.creativeconomy.ru/index.php/gmfe/article/view/466/1809
 
Rights © авторы / Creative Economy Publishers, 2015
http://creativecommons.org/licenses/by-nc-nd/4.0