A performance and risk analysis on the Slovak private pension funds market

Ekonomicky casopis

Volumn 55, Issue 3, 2007, Pages 232-249

  Miťková, Veronika ^a   Mlynarovič, Vladimír ^a   Tuš, Branislav ^b  

^a Faculty of Social and Economic Sciences   (Slovakia)

^b Allianz Slovenská Dochodková Správcovská Spoločnost' ^*  (Slovakia)

Author keywords

Black Litterman portfolio optimization; Efficient frontiers; Pension funds; Promethee outranking

Indexed keywords

OPTIMIZATION; PENSION SYSTEM; PERFORMANCE ASSESSMENT; RISK ASSESSMENT;

CENTRAL EUROPE; EURASIA; EUROPE; SLOVAKIA;

EID: 34249804517     PISSN: 00133035     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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