Serviços Personalizados
Journal
Artigo
Indicadores
- Citado por SciELO
- Acessos
Links relacionados
- Citado por Google
- Similares em SciELO
- Similares em Google
Compartilhar
Innovar
versão impressa ISSN 0121-5051
Resumo
GARCIA PADRON, Yaiza e GARCIA BOZA, Juan. Beta risk to individual pension plans in Spain. Innovar [online]. 2009, vol.19, n.33, pp.91-104. ISSN 0121-5051.
This work was mainly aimed at a rigorous study of beta risk to individual Spanish pension plans from 1995-2003, analysing their characterisation, stability and prediction, several measurements being used leading to ratifying results. A sample of plans was thus analysed jointly as well as being divided into three groups regarding weighting variable income (variable-mixed variable income, mixed fixed income II and mixed fixed income I); four different approaches were used for market portfolio.
Palavras-chave : pension plan; beta risk; stability; prediction.