Performance evaluation of the Turkish pension fund system
Purpose – The purpose of this paper is to provide an in-depth performance evaluation of funds offered by the Turkish pension system. Design/methodology/approach – This paper compares aggregate fund index returns with the corresponding asset class returns, estimates a factor model to decompose excess...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Emerald Publishing
2019-07-01
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Series: | Journal of Capital Markets Studies |
Subjects: | |
Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JCMS-03-2019-0013/full/pdf?title=performance-evaluation-of-the-turkish-pension-fund-system |