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Pension Insurance Funds are the largest external occupational pension plan in Germany. Occupational pension schemes are expected to play a more relevant role in the future as a substitute for the statutory pension system. Christian Hertrich analyses in this context the suitability of Social Responsible Investments (SRI) as well as Alternative Investments for the strategic asset allocation of Pension Insurance Funds within the prevailing regulation as well as supervisory framework in Germany. The author completes his empirical analysis by simulating alternative investment models that do not adhere to existing regulation. Using advanced econometric models and simulation techniques, the author is able to replicate different asset allocation strategies that in combination with the calculation of adequate risk-return parameters offer valuable conclusions for researchers and practitioners.   Contents ·         Pension Insurance Funds ·         SRI ·         Alternative Investments ·         Econometrics ·         Asset Allocation Models   Target Groups ·         Researchers and students in the field of Portfolio Management, Financial Econometrics, SRI, Alternative Investments, Occupational Pension Systems ·         Practitioners involved in the asset allocation of pension funds   About the Author Dr. Christian Hertrich obtained his doctorate degree at the Department of Corporate Finance of the University of Stuttgart (Germany).  .

Asset allocation. --- Pension trusts -- Investments. --- Pension trusts -- Management. --- Pension trusts --- Pensions --- Pension trust guaranty insurance --- Asset allocation --- Finance --- Business & Economics --- Banking --- Finance - General --- Investment & Speculation --- Management --- Investments --- Pensions. --- Allocation of assets --- Compensation --- Pension plans --- Retirement pensions --- Superannuation --- Finance. --- Finance, general. --- Retirement income --- Annuities --- Social security individual investment accounts --- Vested benefits --- Portfolio management --- Funding --- Funds --- Economics --- Currency question --- Germany. --- Alemania --- Ashkenaz --- BRD --- Bu̇gd Naĭramdakh German Uls --- Bundesrepublik Deutschland --- Deguo --- Deutsches Reich --- Deutschland --- Doitsu --- Doitsu Renpō Kyōwakoku --- Federal Republic of Germany --- Federalʹna Respublika Nimechchyny --- FRN --- Gėrman --- German Uls --- Germania --- Germanii︠a︡ --- Germanyah --- Gjermani --- Grossdeutsches Reich --- Jirmānīya --- KhBNGU --- Kholboony Bu̇gd Naĭramdakh German Uls --- Nimechchyna --- Repoblika Federalin'i Alemana --- República de Alemania --- República Federal de Alemania --- Republika Federal Alemmana --- Vācijā --- Veĭmarskai︠a︡ Respublika --- Weimar Republic --- Weimarer Republik --- Germany (East) --- Germany (West) --- Europe --- Bu̇gd Naĭramdakh German Uls --- Doitsu Renpō Kyōwakoku --- Federalʹna Respublika Nimechchyny --- Gėrman --- Germanii︠a︡ --- Jirmānīya --- Kholboony Bu̇gd Naĭramdakh German Uls --- República de Alemania --- República Federal de Alemania --- Vācijā --- Veĭmarskai︠a︡ Respublika