Citas bibligráficas
Betancour, P., Sáenz, P. (2019). Evolución del Sistema Privado de Pensiones y el portafolio óptimo [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/651630
Betancour, P., Sáenz, P. Evolución del Sistema Privado de Pensiones y el portafolio óptimo [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2019. http://hdl.handle.net/10757/651630
@mastersthesis{renati/1287228,
title = "Evolución del Sistema Privado de Pensiones y el portafolio óptimo",
author = "Sáenz León, Pamela Laura",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2019"
}
The main objective of this document is to analyze the impact of the regulatory investment limits on the performance of the profitability of the Pension Administrators and how the flexibility of these limits can help to improve the returns for contributors. The first and second chapter frames the area where we are going to develop this research. The first one reviews the Theoretical Foundation of the Pension Fund Administrators to know how this business model is developed in Peru and under what rules it is established. In the second chapter, the theory corresponding to Risk Management and Portfolio Theory is deepened, fundamentals where the methodological framework will focus. Finally, by joining the theoretical basis, we enter the empirical test where we can demonstrate that investment limits effectively reduce the spectrum of profitability for portfolios; however, given the uncertainty in which managers develop when making decisions, the limits are necessary to build a risk profile for the different managed funds and because they help limit the potential losses of highly volatile assets.
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