Projects of the Research Unit Pensions and Sustainable Financial Markets

Abgeschlossene Projekte

  1. Project // 01.06.2006 – 31.05.2008

    Legitimacy of a European Constitution - Sovereignty and Solidarity

    Results from the preceding project The Legitimacy of a European Constitution in View of the Conditions Created by National Traditions indicated that the EU finds legitimation above all in the benefit generated for…

  2. Project // 01.05.2006 – 31.12.2008

    Asset Management for Foundations using Socially Responsible Investments

    Objective and motivation of the project: The projects objective is the assessment of the role of sustainability funds in the asset management of German charitable foundations. From the microeconomic and…

  3. Project // 01.04.2006 – 31.03.2007

    Medium-term predictability of stock returns

    This project investigates the short-term to medium-term predictability of stock market excess returns from an empirical point of view. Empirical evidence on predictability of market excess returns implies that…

  4. Project // 27.02. – 31.05.2006

    Analysis of a Forward Rate Bias-Strategy

    The project analysed the performance of an investment strategy which is based on differences between forward rates and money market interest rates. In particular, the project aimed to investigate the stability of…

  5. Project // 23.12.2005 – 31.10.2006

    Current Trends in the European Asset Management Industry

    Over the last years, many changes have been taking place in the asset management industry. Some of them are driven by cost and performance considerations (e.g. outsourcing, multi-management), by investors demand…

  6. Project // 01.12.2005 – 31.12.2006

    Methodical Problems of Medium-term Projections using the Example of Potential Output

    The concept of potential output plays an important role in economic analysis as well as in economic policy discussions. Defined as the productive capacity that would be feasible under full utilization of all…

  7. Project // 01.12.2005 – 30.01.2006

    The effects of return oriented portfolio restructuring

    The investment behaviour of German private households is often characterised by a suboptimally high share of low risk, low interest forms of investment in their portfolio. Especially with respect to longer-term…

  8. Project // 01.10.2005 – 30.11.2006

    Private home ownership in the context of old-age provision

    The aim of this research project is to develop and to analyse concepts for the comprehensive integration of owner occupied housing in the public support programmes for capital-based old age provision.

    The goal is…