Asset Allocation Considerations for Pension Insurance Funds (Record no. 51087)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03105nam a22003975i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-658-02167-2 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211748.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130417s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783658021672 |
| -- | 978-3-658-02167-2 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 332 |
| 100 1# - AUTHOR NAME | |
| Author | Hertrich, Christian. |
| 245 10 - TITLE STATEMENT | |
| Title | Asset Allocation Considerations for Pension Insurance Funds |
| Sub Title | Theoretical Analysis and Empirical Evidence / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XXX, 382 p. 72 illus. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Pension Insurance Funds are the largest external occupational pension plan in Germany. Occupational pension schemes are expected to play a more relevant role in the future as a substitute for the statutory pension system. Christian Hertrich analyses in this context the suitability of Social Responsible Investments (SRI) as well as Alternative Investments for the strategic asset allocation of Pension Insurance Funds within the prevailing regulation as well as supervisory framework in Germany. The author completes his empirical analysis by simulating alternative investment models that do not adhere to existing regulation. Using advanced econometric models and simulation techniques, the author is able to replicate different asset allocation strategies that in combination with the calculation of adequate risk-return parameters offer valuable conclusions for researchers and practitioners.   Contents �         Pension Insurance Funds �         SRI �         Alternative Investments �         Econometrics �         Asset Allocation Models   Target Groups �         Researchers and students in the field of Portfolio Management, Financial Econometrics, SRI, Alternative Investments, Occupational Pension Systems �         Practitioners involved in the asset allocation of pension funds   About the Author Dr. Christian Hertrich obtained his doctorate degree at the Department of Corporate Finance of the University of Stuttgart (Germany).  . |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-658-02167-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Wiesbaden : |
| -- | Springer Fachmedien Wiesbaden : |
| -- | Imprint: Springer Gabler, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
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| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance, general. |
| 912 ## - | |
| -- | ZDB-2-SBE |
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