Back Testing of Investment Performance by Asset Class
The Society of Actuaries’ Pension Section is pleased to make available a research report studying the impact of market performance on a pension plan’s ability to meet its obligations. The report was authored by Maneesh Sharma of Indiana-Purdue University, and Thomas Totten and John Cierzniak of Nyhart.
Materials
Back Testing of Investment Performance by Asset Class
Summary Report: Back Testing of Investment Performance by Asset Class
Questions
If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.
Thank You
The SOA’s Pension Section would like to thank the following individuals for their input on the project:
- Kevin Binder, Chair
- Igor Balevich
- Edson Edwards
- Rene Martel
- Ed Martin
- Matt McDaniel
- Joe McDonald
- Aaron Meder
- Antonio Silva
- Andrew Peterson, SOA Staff Fellow
- Steven Siegel, SOA Research Actuary
- Barbara Scott, SOA Research Administrator