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Original Articles

Influencia de la rentabilidad en el proceso de selección en los planes de pensiones en España: un análisis de sensibilidad

The influence of returns on the pension fund selection process in Spain: A sensibility analysis

, &
Pages 279-314 | Received 18 Oct 2005, Accepted 20 Dec 2007, Published online: 15 Jan 2014

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BIBLIOGRAFÍA

  • Andreu, L.; Ferruz, L.; Sarto, J. L., y Vicente, L. 2007. Análisis de la persistencia en rentabilidad de los FIAMM y de los determinantes de sus comisiones. Revista Española de Financiación y Contabilidad. XXXVI. 136: 689–706.
  • Ciriaco, A.; Del Rio, C., y Santamaría, R. 2003. Tienen los inversores habilidades de selección? Resultados con fondos de inversión españoles. Revista de Economía Aplicada 32, 51–75.
  • Ciriaco, A., y Santamaría, R. 2005. Persistencia de resultados en los fondos de inversión españoles. Investigaciones Económicas, 29 (3), 525–573.
  • Del Guercio, D., y Tkac, P. A. 2002. The determinants of the flow of funds of manager portfolios: mutual funds versus pension funds. Journal of Financial and Quantitative Analysis 37, 523–558.
  • Grinblatt, M., y Titman, S. 1993. Performance measurement without benchmarks: An examination of mutual fund returns. Journal of Business 66, 47–68.
  • Gruber, M. J. 1996. Another puzzle: The growth in actively managed mutual funds. Journal of Finance 3, 783–810.
  • Lynch, A. W., y Musto, D. K. 2003. How investors interpret past fund returns, Journal of Finance 58 (5), 2.033–2.058.
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  • Zheng, L. 1999. Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability. The Journal of Finance 3, 901–933.

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