Evaluation of an institutional investment portfolio: the case of Mexican pension funds
DOI:
https://doi.org/10.29105/rinn6.12-9Keywords:
Mutual Fund Performance, Performance Evaluation, Pension Funds, SIFORESAbstract
The stock market in Mexico has changed in recent years. In this context, pension funds have played an important role. A good performance on pension funds, translates on stability for its members and also for the savings of a country. This paper assesses the performance of Mexican pension funds societies (SIEFORES) by using Sharpe, Treynor and Jensen ratios.
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