The basic concepts of investment portfolio forming as a whole and the investment portfolio of pension funds, in particular, are overviewed in this paper, the main risks faced by the participants in the pension market, are analyzed, as well as their relevance for different types of assets, and methods of assessing these risks. The analysis of the problems faced by pension funds operating in conditions of the pension plans, defined contribution, and in terms of pension plans with defined benefits, was made. Part of the investment portfolios of pension funds in the Russian pension market, as well as the question of the importance of risk-based supervision for effective implementation of the optimal investment policy of pension funds, is overviewed.

Analysis of Approaches of Participants of Pension Products Market to the Development of Optimal Investment Strategies of Pension Savings / Y. Dormidontova, V. Nazarov, A. Tikhonova. - (2014 Jul 01). [10.2139/ssrn.2528957]

Analysis of Approaches of Participants of Pension Products Market to the Development of Optimal Investment Strategies of Pension Savings

Y. Dormidontova
Primo
;
2014

Abstract

The basic concepts of investment portfolio forming as a whole and the investment portfolio of pension funds, in particular, are overviewed in this paper, the main risks faced by the participants in the pension market, are analyzed, as well as their relevance for different types of assets, and methods of assessing these risks. The analysis of the problems faced by pension funds operating in conditions of the pension plans, defined contribution, and in terms of pension plans with defined benefits, was made. Part of the investment portfolios of pension funds in the Russian pension market, as well as the question of the importance of risk-based supervision for effective implementation of the optimal investment policy of pension funds, is overviewed.
Settore SECS-P/06 - Economia Applicata
1-lug-2014
https://ssrn.com/abstract=2528957
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/471213
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact