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Dynamic Simulation of Pension Funds' Portfolio

机译：养老基金投资组合的动态模拟

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The article investigates the dynamics of pension fund portfolio by using adaptive Powersim simulation models. Many countries use systems of investment to pension funds for ensuring older peoples' financial stability and encourage their participation by partial tax relief. There is a need to create advanced tools that could help the unprofessional investors, who make up the majority of pension fund customers, to make well informed decisions and reduce the potential risk. Financial companies use a variety of spreadsheets based on parameters describing investors and markets, which remain constant during all calculation process. Due to high volatility of the financial markets, personal investment power and change in tax relief system the actual portfolio dynamics highly deviates from the initial forecast in the initial stage of the investment. Description of the tool, which was created with the Powersim software package, has been presented in the article. The model, proposed by the authors, introduces adaptive and dynamic variables used in the portfolio simulation. Volatile values of return rate, contributions and fees are used in calculations. The results of research show the advantages of such method over traditional spreadsheets.
机译：本文使用自适应Powersim仿真模型研究了养老基金投资组合的动态。许多国家使用对养老基金的投资系统来确保老年人的财务稳定，并通过部分税收减免来鼓励他们参与。有必要创建先进的工具，以帮助构成养老金客户最多的非专业投资者做出明智的决策并降低潜在风险。金融公司根据描述投资者和市场的参数使用各种电子表格，这些电子表格在所有计算过程中都保持不变。由于金融市场的动荡，个人投资能力和税收减免制度的变化，实际投资组合的动态与投资初期的初始预测大相径庭。本文介绍了使用Powersim软件包创建的该工具的说明。作者提出的模型介绍了投资组合仿真中使用的自适应和动态变量。在计算中使用了回报率，缴款和费用的易变值。研究结果表明，这种方法优于传统电子表格。

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