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Strategic Asset Allocation Considerations for German Pension Insurance Funds
Christian Hertrich
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Description for Strategic Asset Allocation Considerations for German Pension Insurance Funds
Paperback. Num Pages: 382 pages, 72 black & white illustrations, 53 black & white tables, biography. BIC Classification: 1DFG; KFFM; KFFP. Category: (P) Professional & Vocational. Dimension: 210 x 150 x 27. Weight in Grams: 528.
The central research objective of the dissertation is to assess the suitability of Social Responsible Investments (SRIs) as well as alternative investments for the strategic asset allocation of German Pension Insurance Funds (Pensionskassen). Using a Vector Error Correction model, we estimate the data generating process of the underlying input variables. A bootstrap simulation allows generating future return paths of the underlying portfolios. These return distributions will subsequently be used as input for different asset allocation strategies.The empirical results of our research study offer valuable conclusions: (1) SRI-structured portfolios consistently perform better than conventional portfolios, (2) including alternative investments has a ... Read more
The central research objective of the dissertation is to assess the suitability of Social Responsible Investments (SRIs) as well as alternative investments for the strategic asset allocation of German Pension Insurance Funds (Pensionskassen). Using a Vector Error Correction model, we estimate the data generating process of the underlying input variables. A bootstrap simulation allows generating future return paths of the underlying portfolios. These return distributions will subsequently be used as input for different asset allocation strategies.The empirical results of our research study offer valuable conclusions: (1) SRI-structured portfolios consistently perform better than conventional portfolios, (2) including alternative investments has a ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
400
Condition
New
Number of Pages
382
Place of Publication
, Germany
ISBN
9783658021665
SKU
V9783658021665
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Christian Hertrich
Dr. Christian Hertrich obtained his doctorate degree at the Department of Corporate Finance of the University of Stuttgart (Germany).
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