| 000 | 03105nam a22003975i 4500 | ||
|---|---|---|---|
| 001 | 978-3-658-02167-2 | ||
| 003 | DE-He213 | ||
| 005 | 20200420211748.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 130417s2013 gw | s |||| 0|eng d | ||
| 020 |
_a9783658021672 _9978-3-658-02167-2 |
||
| 024 | 7 |
_a10.1007/978-3-658-02167-2 _2doi |
|
| 050 | 4 | _aHG1-HG9999 | |
| 072 | 7 |
_aKFF _2bicssc |
|
| 072 | 7 |
_aBUS027000 _2bisacsh |
|
| 082 | 0 | 4 |
_a332 _223 |
| 100 | 1 |
_aHertrich, Christian. _eauthor. |
|
| 245 | 1 | 0 |
_aAsset Allocation Considerations for Pension Insurance Funds _h[electronic resource] : _bTheoretical Analysis and Empirical Evidence / _cby Christian Hertrich. |
| 264 | 1 |
_aWiesbaden : _bSpringer Fachmedien Wiesbaden : _bImprint: Springer Gabler, _c2013. |
|
| 300 |
_aXXX, 382 p. 72 illus. _bonline resource. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 347 |
_atext file _bPDF _2rda |
||
| 520 | _aPension 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).  . | ||
| 650 | 0 | _aFinance. | |
| 650 | 1 | 4 | _aFinance. |
| 650 | 2 | 4 | _aFinance, general. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783658021665 |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-658-02167-2 |
| 912 | _aZDB-2-SBE | ||
| 942 | _cEBK | ||
| 999 |
_c51087 _d51087 |
||