Performance evaluation, fund selection and portfolio allocation applied to colombia's pension funds
This study examines performance of mandatory and voluntary pension funds in the 2004 – 2008 period. Furthermore, we present a methodology based on principal components that can aid affiliates when selecting funds. Moreover, we examine two portfolio optimization methodologies to evaluate any performa...
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| Format: | Article |
| Language: | Spanish |
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Universidad ICESI
2010-10-01
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| Series: | Estudios Gerenciales |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S0123592310701327 |