dc.contributor.advisor | Kudinska, Marina | en_US |
dc.contributor.author | Kvilis, Normunds | en_US |
dc.contributor.other | Latvijas Universitāte. Ekonomikas un vadības fakultāte | en_US |
dc.date.accessioned | 2015-07-06T01:08:36Z | |
dc.date.available | 2015-07-06T01:08:36Z | |
dc.date.issued | 2015 | en_US |
dc.identifier.other | 46974 | en_US |
dc.identifier.uri | https://dspace.lu.lv/dspace/handle/7/29583 | |
dc.description.abstract | Pensiju fondi ir viena no lielākajām investoru grupām pasaulē. To pārvaldībā ir vairākus miljardus vērti aktīvi, ko tie klientu interesēs izvieto finanšu un kapitāla tirgos. Finanšu krīzes rezultātā, investori visā pasaulē piedzīvoja investīciju vērtības samazinājumu. Autors noskaidroja, vai pensiju fondu portfeļu struktūras izmaiņas ir skaidrojamas ar finanšu krīzi. Autors veica regresijas analīzi, lai noskaidrotu, vai pastāv sakarības starp finanšu tirgiem un pensiju fondu portfeļu struktūras izmaiņām.
Iegūtie rezultāti norāda uz to, ka izmaiņas ieguldījumu portfeļos ir skaidrojamas ar Eiropas reģiona akciju cenu izmaiņām, ASV un Eiropas akciju tirgu indeksu korelācijas koeficienta izmaiņām un kopējām Eiropas akciju izmaiņām akciju portfeļos. Kopumā pensiju fondi ir uzskatāmi par racionāliem investoriem. | en_US |
dc.description.abstract | Pension funds are one of the largest groups of investors in the world. There are assets worth of billions under their supervision which are being placed in the financial and capital markets by them on behalf of their clients. As a result of the global financial crisis, investors across the globe suffered losses on the value of their investments. The author determined if the structural changes of the pension fund portfolios could be explained with the impact of the financial crisis. The author conducted a regression analysis, to determine if there is a connection between the financial markets and the structural changes of the pension fund portfolios.
The results obtained during the research suggest that the changes in the investment portfolios can be explained by the price changes of the equities placed in the European region, the correlation coefficient changes of the European and American equity market indexes and the overall equity changes in the European equity portfolios. To conclude, the pension funds can be considered as rational investors. | en_US |
dc.language.iso | N/A | en_US |
dc.publisher | Latvijas Universitāte | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Ekonomika | en_US |
dc.subject | diversifikācija | en_US |
dc.subject | pensiju fondi | en_US |
dc.subject | ieguldījumu portfeļi | en_US |
dc.subject | akciju tirgus indeksi | en_US |
dc.title | Eiropas pensiju fondu portfeļu struktūras izmaiņas krīzes ietekmes rezultātā | en_US |
dc.title.alternative | Structural changes of European pension fund portfolios caused by the crisis | en_US |
dc.type | info:eu-repo/semantics/masterThesis | en_US |