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Performance persistence of Dutch pension plans

Author

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  • Huang, X.
  • Mahieu, R.J.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Huang, X. & Mahieu, R.J., 2012. "Performance persistence of Dutch pension plans," Other publications TiSEM 3dba651c-bb31-443f-963c-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:3dba651c-bb31-443f-963c-440994fd9018
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1434162/z_score_Aug2011_RM.pdf
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    References listed on IDEAS

    as
    1. Jacob Bikker & Jan de Dreu, 2006. "Pension fund efficiency: the impact of scale, governance and plan design," DNB Working Papers 109, Netherlands Central Bank, Research Department.
    2. Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-461, October.
    3. Coggin, T Daniel & Fabozzi, Frank J & Rahman, Shafiqur, 1993. "The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 48(3), pages 1039-1055, July.
    4. Alestalo, Noora & Puttonen, Vesa, 2006. "Asset allocation in Finnish pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 5(1), pages 27-44, March.
    5. Jacob A. Bikker & Dirk W. G. A. Broeders & David A. Hollanders & Eduard H. M. Ponds, 2012. "Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(3), pages 595-618, September.
    6. Mitchell A. Petersen, 2009. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 435-480, January.
    7. Amit Goyal & Sunil Wahal, 2008. "The Selection and Termination of Investment Management Firms by Plan Sponsors," Journal of Finance, American Finance Association, vol. 63(4), pages 1805-1847, August.
    8. J.A. Bikker & D.W.G.A Broeders & D. A. Hollanders & E. H.M. Ponds, 2009. "Pension funds’ asset allocation and participant age: a test of the life-cycle model," Working Papers 09-25, Utrecht School of Economics.
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    Cited by:

    1. Marwa Zouaoui, 2019. "Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds," IJFS, MDPI, vol. 7(3), pages 1-19, September.
    2. Broeders, Dirk & de Haan, Leo, 2020. "Benchmark selection and performance," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(4), pages 511-531, October.
    3. Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019. "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 299-312.
    4. Zia-ur-Rehman Rao & Muhammad Zubair Tauni & Tanveer Ahsan & Muhammad Umar, 2020. "Do mutual funds have consistency in their performance?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(2), pages 139-153, May.
    5. Jianping Lu & Tingting He & Guiwu Wei & Jiang Wu & Cun Wei, 2020. "Cumulative Prospect Theory: Performance Evaluation of Government Purchases of Home-Based Elderly-Care Services Using the Pythagorean 2-tuple Linguistic TODIM Method," IJERPH, MDPI, vol. 17(6), pages 1-21, March.

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