Regrouping a pension capital investment portfolio considering transaction costs

Regrouping a pension capital investment portfolio considering transaction costs

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Due to the instability of the financial market, there is a need to develop alternative methods and models investing pension savings, which would increase the efficiency of the funded component of the pension system in Russia. The authors have previously proposed the model of pension capital investme...

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Bibliographic Details
Main Authors: Olga Rekundal, Artur Mitsel, Dmitry Maltsev
Format: Article
Language:Russian
Published: Tomsk Polytechnic University 2019-05-01
Series:Известия Томского политехнического университета: Инжиниринг георесурсов
Subjects:
pension fund
investment portfolio
pension capital
strategy of immunization
management
Online Access:http://izvestiya.tpu.ru/archive/article/view/1495
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