Versión de HTML Básico
Analítika, Revista de análisis estadístico, (2016), Vol. 11
Efecto de la rentabilidad, volatilidad, densidad de cotización y tipos de comisiones en la riqueza terminal
de una cuenta individual de capitalización
83
Mesa-Lago, C. (2006). Private and public pension systems compared: An
evaluation of the Latin American experience.
Review of Political Economy
,
18(3):317–334.
Mincer, J. (1974). Schooling and earnings. En
Schooling, experience, and
earnings
, pp. 41–63. New York, Columbia University Press.
Mitchell, O. (1998). Administrative costs in public and private retirement
systems. En
Privatizing Social Security
, pp. 403–456. Chicago, University
of Chicago Press.
Moloche, G. (2012). Pol´ıtica ´optima de inversiones de las AFP’s: Implican-
cias del marco regulatorio y los esquemas de comisiones. Tech. report,
Consorcio de investigaci´on econ´omica y social (CIES).
Murthi, M., Orszag, J., y Orszag, P. (1999). Administrative costs under a
decentralized approach to individual accounts: Lessons from the United
Kingdom. En
Conference on “New Ideas about Old Age Security”, New
York, World Bank
.
SBS (2013). Anexo T´ecnico 1: Metodolog´ıa aplicable a los c´alculos del apli-
cativo de comparaci´on de comisiones. Tech. report, Superintendencia de
Banca, Seguros y AFP, Rep´ublica del Per´u.
Shah, H. (1997). Towards better regulation of private pension funds. World
Bank Policy Research Working Paper 1791.
Sharpe, W. (1966). Mutual fund performance.
The Journal of Business
,
39(1):119–138.
Sharpe, W. (1998). Regulation and supervision of pension funds: principles
and practices.
International Social Security Review
, 51(2):39–55.
Sinha, T. (2000).
Pension reform in Latin America and its lessons for inter-
national policymakers
. Kluwer Academic Pub.
Sinha, T. (2001). Analyzing management fees of pension funds: A case study
of Mexico.
Journal of Actuarial Practice
, 9:5–43.
Tapia, W. y Yermo, J. (2008). Fees in individual account pension systems:
A cross-country comparison. OECD Working Papers on Insurance and
Private Pensions No.27, OECD Publishing.
Vigna, E. (2010). On efficiency of mean-variance based portfolio selection in
DC pension schemes. Carlo Alberto Notebooks 154.
40