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Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssues
13 references·0 citing·53 second hop
Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssuesPolish Pension Funds, Does The System Wor…Long‐Term Value at Risk (2004)Long‐Term Value at RiskDemographics and financial asset prices in the major industrial economies (2003)Demographics and financial as…Performance clustering and incentives in the UK pension fund industry (2002)Performance clustering and in…Performance benchmarks for institutional investors (2002)Performance benchmarks for in…Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice (2000)Occupation-Level Income Shock…Measuring Value Added in the Pensions Industry (2000)Measuring Value Added in the …Why Should Older People Invest Less in Stocks Than Younger People? (1996)Why Should Older People Inves…The distorting effect of the prudent-man laws on institutional equity investments (1996)The distorting effect of the …Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…The Structure and Performance of the Money Management Industry (1992)The Structure and Performance…Institutional Markets, Financial Marketing, and Financial Innovation (1989)Institutional Markets, Financ…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE (1978)AMBIGUITY WHEN PERFORMANCE IS…Dividend yields and expected stock returns (1988)Investor Diversification and International Equity Markets (1991)Demography and investment behavior of pension funds: evidence for Switzerland (2007)The Population ageing in Italy: facts and impact on household portfolios (2007)Demographic Shift and the Financial Sector Stability: The Case of Japan (2013)Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Mutual fund performance and seemingly unrelated assets (2002)Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On the Impossibility of Informationally Efficient Markets (1980)Investor flows and the assessed performance of open-end mutual funds (1999)Short-Term Persistence in Mutual Fund Performance (2004)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Contrarian Investment, Extrapolation, and Risk (1994)Investor Sophistication and Patterns in Stock Returns after Earnings Announcements (2000)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Religious beliefs, gambling attitudes, and financial market outcomes (2011)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)The Economic Theory of Agency: The Principal's Problem. (1973)Moral Hazard and Observability (1979)Financial Innovation: The Last Twenty Years and the Next (1986)Sunshine Trading and Financial Market Equilibrium (1991)The new new financial thing: The origins of financial innovations (2005)Speculation and Risk Sharing with New Financial Assets* (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)The impact of institutional trading on stock prices (1992)Costly Search and Mutual Fund Flows (1998)The UK pension system: Key issues (2003)Deconstructing Herding: Evidence from Pension Fund Investment Behavior (2012)Why Is There Mandatory Retirement? (1979)Are small investors naive about incentives? (2007)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)Money Doctors (2014)Optimum consumption and portfolio rules in a continuous-time model (1971)Permanent and Temporary Components of Stock Prices (1988)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability (2005)Portfolio Choice Problems (2010)Multifactor Explanations of Asset Pricing Anomalies (1996)How Will 401(k) Pension Plans Affect Retirement Income? (2004)Industry‐Specific Human Capital, Idiosyncratic Risk, and the Cross‐Section of Expected Stock Returns (2012)A Mean-Variance Benchmark for Intertemporal Portfolio Theory (2013)
this work references cited by second hop

References

  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1996The distorting effect of the prudent-man laws on institutional equity investments813 cited
  • 1992The Structure and Performance of the Money Management Industry572 cited
  • 1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE439 cited
  • 1996Why Should Older People Invest Less in Stocks Than Younger People?348 cited
  • 1989Institutional Markets, Financial Marketing, and Financial Innovation276 cited
  • 2000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice92 cited
  • 2002Performance clustering and incentives in the UK pension fund industry82 cited
  • 2003Demographics and financial asset prices in the major industrial economies58 cited
  • 2004Long‐Term Value at Risk55 cited
  • 2002Performance benchmarks for institutional investors39 cited
  • 2000Measuring Value Added in the Pensions Industry25 cited

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