Comparison of the performance of pension funds in selected countries in the period 2005 - 2013

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F14%3A00230470" target="_blank" >RIV/62156489:43110/14:00230470 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Comparison of the performance of pension funds in selected countries in the period 2005 - 2013
Original language description
The Organisation for Economic Co-operation and Development and World Bank propose to evaluate of the performance of pension funds with using method of Sharpe ratio. We evaluate performance of pension funds with Sharpe ratio in the selected countries. Selected countries are the Visegrad countries and countries with high quality fully funded system according to Melbourne Mercer Global Pension Index. This applies to Switzerland, Sweden and The Netherlands. We design to divide of selected pension funds intotwo groups: guaranteed and non-guaranteed pension funds. The intention of the authors is to point out of large differences in the performance of these pension funds and the pension funds of Visegrad countries and Switzerland, Sweden and The Netherlands.The method is based on the average rate of return minus the risk-free return, divided by the standard deviation of the return.
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Sborník příspěvků Mezinárodní Masarykovy konference pro doktorandy a mladé vědecké pracovníky
ISBN
978-80-87952-07-8
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
870-879
Publisher name
MAGNANIMITAS
Place of publication
Hradec Králové
Event location
Hradec Králové
Event date
Dec 15, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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