Efficiency of the public pensions funds on the socially responsible equities of Mexico

Article

Abstract: In the present work, we test the mean-variance efficiency that Mexican public pension funds would ha

Palabras claves:

Asset-allocation, Markov-Switching models, Pension funds, Portfolio back test and simulation, SIEFORE, Socially responsible investment

Autores:

Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.

Fuentes:

scopus