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Analysis of the Influence of the Annualized Rate of Rentability on the Unit Value of the Net Assets of the Private Administered Pension Fund NN

Author

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  • Constantin DURAC

    (University of Craiova, Faculty of Economics and Business Administration)

Abstract

Starting from the idea that the profitability of a private pension fund has repercussions on the unit value of the net asset, which is able to directly influence the level of the sums accumulated on the members' account, I consider it useful to know the relation of dependence between the annualized return and unit value of the net asset. To conduct the research, I chose the NN Private Administered Pension Fund, which is part of Romania's Pension Pillar II. With the help of the EViews 9.5 Student / Lite Version software, I aim to obtain a valid econometric model with which I can predict the unit asset value of the net asset according to the evolution of the annualized rate of return. After obtaining a valid model, I will predict the unit asset value of the net asset for two hypothetical levels of the annualized rate of return.

Suggested Citation

  • Constantin DURAC, 2018. "Analysis of the Influence of the Annualized Rate of Rentability on the Unit Value of the Net Assets of the Private Administered Pension Fund NN," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 175-188, November.
    • Handle: RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:175-188
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    File URL: http://www.financejournal.ro/fisiere/revista/69836971218_Durac%20en.pdf
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    Cited by:

    1. Constantin DURAC, 2020. "Analysis Of The Influence Of The Average Monthly Contribution Per Participant Of The Privately Managed Mandatory Pension Fund Brd," European Journal of Accounting, Finance & Business, "Stefan cel Mare" University of Suceava, Romania - Faculty of Economics and Public Administration, West University of Timisoara, Romania - Faculty of Economics and Business Administration, vol. 14(24), pages 1-8, October.

    More about this item

    Keywords

    Pillar II; net asset value; annualized rate of return; econometric model; unifactorial linear regression.;
    All these keywords.

    JEL classification:

    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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