Historical pension funds performance and application of a selection criteria based on the probability of loss

This paper proposes a new methodology for selecting a pension fund base on the probability of loss for its customers. The methodology includes the historical performance of the portfolio between, March 2006 and May 2013, and projects its profitability either to maturity or to the customer’s retireme...

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Bibliographic Details
Main Author: Juan Carlos Ames Santillán
Format: Article
Language:Spanish
Published: Pontificia Universidad Católica del Perú 2014-10-01
Series:Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas
Subjects:
AFP
Online Access:http://revistas.pucp.edu.pe/index.php/contabilidadyNegocios/article/view/10536