Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Mandatory pension funds efficiency - lessons for Poland

2013/11/D/HS4/03840

Keywords:

mandatory pension funds portfolio theory foreign assets auction design theory

Descriptors:

  • HS4_2: Microeconomics, institutional economics
  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny we Wrocławiu, Wydział Ekonomii i Finansów

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Radosław Kurach 

Number of co-investigators in the project: 3

Call: SONATA 6 - announced on 2013-09-16

Amount awarded: 134 583 PLN

Project start date (Y-m-d): 2014-08-20

Project end date (Y-m-d): 2020-01-19

Project duration:: 65 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Mały komputer przenośny (netbook) (1 900 PLN)

Information in the final report

  • Publication in academic press/journals (5)
  1. Risk reduction in two-pillar mandatory pension system under regulatory constraints: Simulation-based evidence from Poland
    Authors:
    Radosław Kurach, Paweł Kuśmierczyk, Daniel Papla
    Academic press:
    Applied Economics Letters (rok: 2021, tom: 28(3), strony: 191-195), Wydawca: Routledge Taylor & Francis Group
    Status:
    Published
    DOI:
    10.1080/13504851.2020.1740154 - link to the publication
  2. Should pension funds hedge currency risk? The case of Poland
    Authors:
    Radosław Kurach, Daniel Papla
    Academic press:
    Baltic Journal of Economics (rok: 2016, tom: 16(2), strony: 81-94), Wydawca: Routledge Taylor & Francis Group
    Status:
    Published
    DOI:
    10.1080/1406099X.2016.1187429 - link to the publication
  3. Do they beat the market in the new regulatory environment – the case of Polish pension funds
    Authors:
    Radosław Kurach
    Academic press:
    Ekonomska Istrazivanja-Economic Research (rok: 2019, tom: 32, strony: 370-383), Wydawca: Routledge Taylor & Francis Group
    Status:
    Published
    DOI:
    10.1080/1331677X.2018.1561319 - link to the publication
  4. The optimal portfolio for the two-pillar mandatory pension system: the case of Poland
    Authors:
    Radosław Kurach, Paweł Kuśmierczyk, Daniel Papla
    Academic press:
    Applied Economics (rok: 2019, tom: 51(23), strony: 2552-2565), Wydawca: Routledge Taylor & Francis Group
    Status:
    Published
    DOI:
    10.1080/00036846.2018.1556773 - link to the publication
  5. Can auctions help reduce mandatory pension fund fees?
    Authors:
    Radosław Kurach, Paweł Kuśmierczyk, Daniel Papla
    Academic press:
    Journal of Pension Economics & Finance (rok: 2019, tom: 18(2), strony: 190-219), Wydawca: Cambridge University Press
    Status:
    Published
    DOI:
    10.1017/S1474747217000440 - link to the publication