The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification

L Defau, L De Moor - International Journal of Finance & …, 2021 - Wiley Online Library
In the last decades, pension funds and other institutional investors have significantly
increased their allocations to alternative assets: however, until today, there is no empirical …

Pension financing in China: Is there a looming crisis?

L Wang, D Béland, S Zhang - China Economic Review, 2014 - Elsevier
Contemporary pension systems face a major fiscal challenge. In China, whose population
has been aging rapidly, such a challenge is of extreme importance. This article finds that, in …

The impact of plan and sponsor characteristics on pension funds' asset allocation and currency diversification

L Defau, L De Moor - Journal of Asset Management, 2018 - Springer
This paper presents new empirical evidence on the role of plan and sponsor characteristics
in pension funds' investment decisions. In this research, we analyzed the portfolio allocation …

The determinants of pension funds' allocation to private equity

A López-Villavicencio, S Rigot - Available at SSRN 2363356, 2013 - papers.ssrn.com
This paper investigates the main determinants of pension funds investment in private equity
funds, and particularly in venture capital and leverage buyouts in the US and Canada over …

The effect of the Dutch financial assessment framework on the mortgage investments of pension funds

Y Kim, M Mastrogiacomo - Journal of Pension Economics & Finance, 2024 - cambridge.org
We investigate the cause of the increase in mortgage investments by pension funds after the
financial crisis. We show that, after the introduction of the new financial assessment …

The effect of the Dutch financial assessment framework on the mortgage investments of pension funds

M Mastrogiacomo, Y Kim - Journal of Pension Economics and …, 2024 - research.vu.nl
We investigate the cause of the increase in mortgage investments by pension funds after the
financial crisis. We show that, after the introduction of the new financial assessment …

[PDF][PDF] Alternative asset holdings by US pension funds since the 2008 financial crisis

SJ MacLean - International Journal of Business and Social …, 2019 - researchgate.net
Abstract Since the 2008 Financial Crisis, the percentage of alternative assets held by
institutional investors has increased dramatically. The current study analyzes both the …

Impacto da Alteração de Regras Para a Alocação de Recursos em Planos de Previdência no Brasil/Impact of Regulation Changes on Portfolio Allocation of Pension …

R de Oliveira Vitoria, RF Couto… - Revista FSA (Centro …, 2021 - unifsa.com.br
Os planos de Previdência Aberta têm sido bastante discutidos no Brasil desde os aspectos
econômico-sociais até os aspectos jurídicos e regulatórios que envolvem esse produto tão …

[PDF][PDF] Safe haven assets as a mean for loss limitation for US household portfolios in times of market stress

F Köpf, J Nouwens - research.cbs.dk
While the attention to safe haven studies increased steadily over the last 10 years,
households have been neglected so far by other studies. The majority of related research …

[PDF][PDF] Are hedge funds of benefit forinstitutional investors in a lowinterest-rate environment?

A AL-KHALAF, SO GUSTAFSSON - 2017 - diva-portal.org
In this study, we have first investigated how Swedish corporate pension funds have
responded to the prolonged low-interest rate environment by analyzing the annual reports of …