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Title Stochastic dominance analysis of Slovak 2nd pillar pension funds Author info Miloš Kopa, Kristina Šutiené ... [et al.] Author Kopa Miloš (25%)
Co-authors Šutiené Kristina (25%)
Kabasinskas Audrius (25%)
Mešťan Michal 1991- (25%) UMBEF04 - Katedra financií a účtovníctva
Source document Financial management of firms and financial institutions : 12th international scientific conference, 3rd September 2019, Ostrava, Czech Republic : proceedings. S. 112-121. - Ostrava : Vysoká škola báňská - Technická univerzita Ostrava, 2019 / Borovcová Martina ; Čulík Miroslav ; Dluhošová Dana ; Dvoroková Kateřina ; Fasora Ondřej ; Financial management of firms and financial institutions international scientific conference Keywords pension funds stochastic analysis pension pillar Headings Geogr. Slovensko Form. Descr. príspevky v zborníku - proceedings papers Language English Country Czech Republic Annotation The paper analyses the returns of Slovak 2nd pillar pension funds using several approaches. The main goal of the paper is to compare these funds among each other and to find the most attractive ones. Since the fund returns are random, we are working with the probability distributions of the returns estimated from the data parametrically (assuming a stable distribution) and nonparametrically (assuming an empirical distribution). Moreover, we consider several ways of comparisons (descriptive statistics, performance ratios and stochastic dominance relations) focusing mainly on the stochastic dominance analysis. We employ stochastic dominance rules of the first order, second order, third order as usually. Moreover, we consider the most attractive stochastic dominance relation generated by utility functions with decreasing absolute risk aversion – DARA stochastic dominance, Finally, we compare the results of all these approaches. URL https://www.ekf.vsb.cz/export/sites/ekf/frpfi/en/conference-proceedings/Sbornik-final.pdf Public work category AFC No. of Archival Copy 46430 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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Title How are 1bis pension pillar funds performing? Subtitle a cross-country analysis Author info Michal Mešťan, Jan Šebo, Ivan Králik; [recenzované] Author Mešťan Michal 1991- (40%) UMBEF04 - Katedra financií a účtovníctva
Co-authors Šebo Ján 1978- (30%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Králik Ivan 1992- (30%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Source document European financial systems 2017 : proceedings of the 14th international scientific conference, June 26-27, 2017, Brno, part 2. S. 52-59. - Brno : Masaryk University, 2017 ; European financial systems 2017 medzinárodná vedecká konferencia Keywords pension funds pension pillar Language English Country Czech Republic systematics 336 Annotation Private DC pension schemes implemented in CEE countries possess common features in the way how contributions are made, investment vehicles and investment management. As the investment risk and subsequent adequacy risk is effectively shifted onto savers, pension funds’ performance net of fees and inflation is of utmost importance for the sustainability of the pension schemes and ability to deliver expected results from the view of replacement ratios. Understanding the investment returns and the impact of fees under the comparative analysis is therefore our main objective. Object of our research are the particular investment vehicles (pension funds) in three countries: Slovakia, Estonia and Latvia. Subject of our research is the risk adjusted returns of analyzed pension funds provided under the 1bis pillar pension scheme in these countries. We use conventional Sharpe and Sortino ratio to assess the performance and confirm that even if there are no major differences in investment policies, the risk adjusted performance is vastly different even when comparing similar pension funds based on their portfolio structure. We also suggest that these differences in risk adjusted performance may result in vastly different pension pots and thus replacement ratios. Public work category AFC No. of Archival Copy 40071 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Rozhodovanie hráčov v procese tvorby anuitnej novely z pohľadu teórie hier Author info Maroš Malíček, Daniela Danková, Michal Mešťan Author Malíček Maroš 1992- (50%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Co-authors Danková Daniela 1994- (30%)
Mešťan Michal 1991- (20%) UMBEF04 - Katedra financií a účtovníctva
Source document Scientia Iuventa 2017 : zborník príspevkov z 12. ročníka medzinárodnej doktorandskej konferencie, Banská Bystrica 20. apríla 2017 : proceedings from international scientific conference of PhD. students. CD-ROM, s. [1-8]. - Banská Bystrica : Univerzita Mateja Bela, Ekonomická fakulta, 2017 / Kiaba Martin 1988- ; Budinská Simona 1992- ; Huliaková Zuzana 1991- ; Ďaďo Jaroslav 1954- ; Gúčik Marian 1945- ; Korimová Gabriela 1951- ; Kuvíková Helena 1950- ; Lesáková Ľubica 1949- ; Marková Viera 1952- ; Mikušová Meričková Beáta 1976- ; Orviská Marta 1963-2023 ; Uramová Mária 1952-2020 ; Vetráková Milota 1950- ; Zimka Rudolf 1943- ; Čapková Soňa 1954- ; Čierna Helena 1952- ; Hiadlovský Vladimír 1978- ; Horeháj Jozef 1952- ; Horehájová Mária 1959- ; Hronec Martin 1976- ; Hudec Ján 1955- ; Hudecová Eva 1949- ; Kokavcová Dagmar 1956- ; Kožiak Radoslav 1978- ; Krištofík Peter 1971- ; Liptáková Katarína 1976- ; Malachovský Andrej 1974- ; Maráková Vanda 1976- ; Marasová Jana 1959- ; Minárová Martina 1973- ; Musa Hussam 1968- ; Musová Zdenka 1971- ; Pisár Peter 1975- ; Pompurová Kristína 1983- ; Murray Svidroňová Mária 1985- ; Šebo Ján 1978- ; Špirková Jana 1962- ; Štrangfeldová Jana 1960- ; Šuplata Marian 1976- ; Šuranová Zuzana 1958- ; Táborecká Petrovičová Janka 1979- ; Úradníček Vladimír 1963-2021 ; Vaňová Anna 1965- ; Zimková Emília 1964- ; Scientia Iuventa 2017 medzinárodná doktorandská konferencia Keywords annuity teória hier - game theory pension pillar Language Slovak Country Slovak Republic systematics 330 Annotation Article is focused on identify if there is situation which consider with Nash equilibrium in pay-out phase of Slovak second pillar. This situation is tested on economic model with defined parameters of two basic products - annuity and programmed withdrawal. We use game theory knowledge. Subject of research is decision making two agents. Object of research is potential annuity amount and potential amount of programmed withdrawal Public work category AFD No. of Archival Copy 39624 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Utility function with bequest motive in the Slovak second pension pillar scheme Author info Maroš Malíček, Jana Sokolová Author Malíček Maroš 1992- (60%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Co-authors Sokolová Jana 1992- (40%) UMBEF01 - Katedra cestovného ruchu
Source document FERNSTAT 2016 : conference proceedings, Šachtička 22-23 Sept 2016. Pp. 64-71. - Banská Bystrica : Slovenská štatistická a demografická spoločnosť, 2016 / Boďa Martin 1984- ; Kanderová Mária 1965- ; Kaščáková Alena 1964- ; Klieštik Tomáš ; Krištofík Peter 1971- ; Kubanová Jana ; Linda Bohdan ; Musa Hussam 1968- ; Nedelová Gabriela 1961- ; Radvanský Marek ; Sobíšek Lukáš ; Stachová Mária 1981- ; Stankovičová Iveta ; Szűcs Gábor ; Úradníček Vladimír 1963-2021 ; Vojtková Marta ; Želinský Tomáš ; FERNSTAT 2016 konferencia Keywords 1bis pension pillar annuity programmed withdrawal bequest motive Language English Country Slovak Republic systematics 334 Public work category AFD No. of Archival Copy 39508 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Dôchodkové systémy v štátoch V4 Author info Jana Štrangfeldová, Beáta Meričková Author Štrangfeldová Jana 1960- (50%) UMBEF08 - Katedra verejnej ekonomiky
Co-authors Mikušová Meričková Beáta 1976- (50%) UMBEF08 - Katedra verejnej ekonomiky
Source document Aktuálne otázky verejných financií : zborník z medzinárodnej vedeckej konferencie 21. mája 2009. S. [5]. - Banská Bystrica : Univerzita Mateja Bela, Ekonomická fakulta, 2009 / Nemec Juraj 1960- ; Mikušová Meričková Beáta 1976- Keywords verejné výdavky - public expenditures - government expenditures piliere dôchodkového zabezpečenia dôchodkové systémy - penzijné systémy - pension systems dôchodcovia public exenditures pension pillar Language Slovak Country Slovak Republic systematics 368.914 Annotation Res. angl. Public work category AFD No. of Archival Copy 12774 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised