Evaluation Of Pillar II Pension Funds‘ Return On Investment Considering Risk Cover Image

II Pakopos Pensijų Fondų Investicijų Grąžos, Atsižvelgiant Į Riziką, Vertinimas
Evaluation Of Pillar II Pension Funds‘ Return On Investment Considering Risk

Author(s): Daiva Jurevičienė, Šarūnė Samoškaitė
Subject(s): Economy
Published by: Vilnius Gediminas Technical University
Keywords: effectiveness; return; private pension funds; pillar II pension funds; risk; Sharp method.

Summary/Abstract: The article deals with the topic of Lithuanian pillar II private pension funds investments’ evaluation. Private pension funds’ features and stand in Lithuanian pension funds’ system are analyzed. The main assessment criteria are marked and relevant method is settled in the article. Investment return’s estimation considering risk is carried out using identified criteria analysis which allows both to determine the most effective pillar II private pension funds operating in 2008–30th June 2011 in Lithuania and to compare them between themselves or with other long-term personal investment alternatives.

  • Issue Year: 13/2012
  • Issue No: 4
  • Page Range: 304-313
  • Page Count: 10
  • Language: Lithuanian
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