A two-regime performance test of the Mexican public pension funds (SIEFOREs)

In the present chapter, we measure the performance of the four types of SIEFOREs and their corresponding performance indices in a two-regime scenario. With the use of Markov-switching models, we found that the historical prices and performance of the SIEFOREs can be modeled with a two-regime geometr...

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Veröffentlicht in:Economic challenges of pension systems
1. Verfasser: Torre Torres, Oscar V. de la (VerfasserIn)
Weitere Verfasser: Galeana-Figueroa, Evaristo (VerfasserIn), Aguilasocho-Montoya, Dora (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2020
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