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Research Papers
The Study on the NPS Performance Evaluation by the Time Varying Performance Measure
Part Investment Policy Division Date 2015/06/22 Hits 632

 

 

 

The Study on the NPS Performance Evaluation by the Time Varying

 

Performance Measure

 

 

Mun Kyung Cheong

 

Senior Research Fellow, NPRI

 

 

 

¥°. Introduction

 

 

 

¥±. Literature Reviews

 

 

 

¥². Relation between NPS Domestic Equity Return

 

     and Economic Situations

 

 

 

¥³. Does the NPS Domestic Equity Excess Return over

 

    the Benchmark Change during Economic Situations?

 

 

 

¥´. Time Varying Performance Measure of the NPS

 

    Domestic External Management

 

 

 

¥µ. Conclusion

 

 

 

 

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