Studies show that pension funds worldwide continue to skew their portfolios to domestic securities. This paper explores the investment impact of the persistent home bias in the equity allocations of the Swiss pension fund markets since the global financial crisis.
In this paper we:
- examine the characteristics, performance and return-to-risk profiles of the equity markets in Switzerland from 2008 through September 2019
- compare the findings of the Swiss market with those of other European markets
- provide a detailed analysis of the impact of home bias in Switzerland
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