期刊名称：Revista Innovar Journal Revista de Ciencias Administrativas y Sociales
印刷版ISSN：2248-6968
出版年度：2009
卷号：19
期号：33
页码：91-104
语种：Spanish
出版社：Universidad Nacional de Colombia - Sede Bogotá
摘要：This work was mainly aimed at a rigorous study of beta risk to individual Spanish pension plans from 1995-2003, analysing their characterisation, stability and prediction, several measurements being used leading to ratifying results. A sample of plans was thus analysed jointly as well as being divided into three groups regarding weighting variable income (variable-mixed variable income, mixed fixed income II and mixed fixed income I); four different approaches were used for market portfolio.
关键词：Pension plan;beta risk;stability;prediction;Planes de pensiones;riesgo beta;estabilidad;predicción;Plans de pensions;risque bêta;stabilité;prédiction;Planos de pensões;risco beta;estabilidade;prognóstico
