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Comparando Comisiones por Flujo y Saldo en Fondos de Pensiones con Cuentas Individuales de Capitalización

Author

Listed:
  • Luis Chávez-Bedoya

    (Esan Graduate School of Business)

  • Nelson Ramírez-Rondán

    (Banco Central de Reserva del Perú)

Abstract

En el presente artículo se desarrolla una metodología en tiempo discreto para comparar esquemas de cobro de comisiones por saldo y flujo (sueldo) en la fase de acumulación de un fondo de pensiones bajo capitalización individual. Asimismo, a través de distintos métodos, se estudia el efecto de la varianza del fondo de pensiones en el desempeño e idoneidad de los tipos de comisión antes mencionados. Finalmente, se realiza una aplicación práctica y se muestran resultados en el marco del Sistema Privado de Pensiones del Perú, incluyendo valores de indiferencia entre comisiones para los criterios de comparación considerados.

Suggested Citation

  • Luis Chávez-Bedoya & Nelson Ramírez-Rondán, 2014. "Comparando Comisiones por Flujo y Saldo en Fondos de Pensiones con Cuentas Individuales de Capitalización," Working Papers 9, Peruvian Economic Association.
    • Handle: RePEc:apc:wpaper:2014-009
    as

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    References listed on IDEAS

    as
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    More about this item

    Keywords

    Fondos de pensiones; comisión por fl ujo; comisión por saldo;
    All these keywords.

    JEL classification:

    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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