dc.contributor.author |
Berkman, Hendrik |
en |
dc.contributor.author |
Clement, R |
en |
dc.contributor.author |
Zhang, A |
en |
dc.date.accessioned |
2018-10-02T02:03:27Z |
en |
dc.date.issued |
2016-01-02 |
en |
dc.identifier.issn |
0077-9954 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/38133 |
en |
dc.description.abstract |
© 2015 New Zealand Association of Economists Incorporated. In a recent proposal, the New Zealand Financial Markets Authority promotes the synthetic risk and reward indicator used in the European Union as a way to standardise the risk classification of KiwiSaver funds. Our study shows that KiwiSaver providers generally correctly indicate the risk category of their funds, but there are some important exceptions. We also show that historical fund volatility is the best predictor of future volatility, and propose an easy-to-understand risk indicator that outperforms the SRRI. |
en |
dc.relation.ispartofseries |
New Zealand Economic Papers |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.title |
KiwiSaver risk indicators |
en |
dc.type |
Journal Article |
en |
dc.identifier.doi |
10.1080/00779954.2015.1035670 |
en |
pubs.issue |
1 |
en |
pubs.begin-page |
71 |
en |
pubs.volume |
50 |
en |
dc.rights.holder |
Copyright: The author |
en |
pubs.end-page |
87 |
en |
pubs.publication-status |
Published |
en |
dc.rights.accessrights |
http://purl.org/eprint/accessRights/RestrictedAccess |
en |
pubs.subtype |
Journal Article |
en |
pubs.elements-id |
524540 |
en |
pubs.org-id |
Business and Economics |
en |
pubs.org-id |
Accounting and Finance |
en |
dc.identifier.eissn |
1943-4863 |
en |