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...

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Bibliographic Details
Main Authors: Tolga Umut Kuzubas, Burak Saltoğlu, Ayberk Sert, Ayhan Yüksel
Format: Article
Language:English
Published: Emerald Publishing 2019-07-01
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