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- Title
ANÁLISIS DE RIESGO Y PERFORMANCE DE LOS FONDOS DE PENSIÓN DE INTENDENCIAS MUNICIPALES DEL NOROESTE - RS - BRASIL.
- Authors
Batista, Guilherme; Baggio, Daniel Knebel; Kelm, Martinho Luís; Dalongaro, Roberto Carlos
- Abstract
This study sought to review the origins of Pension Funds within a historical context in Brazil. In addition, it sought to specifically understand the composition of the Municipal Pension Funds of four Municipalities of the Northwest Region of the State of Rio Grande do Sul, with the objective of describing and analyzing the asset management process of the Pension Funds of the Municipalities studied. For this, the Sharpe Index, CAPM as well as the BETA calculation were used as analysis methodology. In summary, it was observed that the manager of the Pension Funds analyzed has done a good job, since the results of their actions were generally above the applications related to the CBDs, used as a risk-free indicator.
- Subjects
PENSIONS; PENSION trusts; ASSET management; INVESTMENT of pension funds; SOCIAL security
- Publication
Horizontes Empresariales, 2018, Vol 17, Issue 1, p4
- ISSN
0717-9901
- Publication type
Article
- DOI
10.22320/hem.v17i1.3279