Dataverzoek
- Titel:
- Pensionfund performance data
- Aangevraagde data:
- breakdown of the monthly/quarterly performance of dutch pension funds since 2015. Ideally including the asset composition of the funds and their individual performance at each observation time.
- Aangevraagde periode:
- 01-01-2015 tot 26-10-2025
- Gebruik:
- I am currently in the process of writing my Bachelor Thesis at Maastricht University with the goal of evaluating the influence of adding cryptocurrencies into the asset mix of Dutch pension funds. For this, having data on the actual % portfolio allocations of dutch pension funds over time into each asset class and their realized returns is essential. The data will be used to run regressions to create minimum variance and max sharpe portfolios for different scenarios of including cryptocurrencies into the asset mix (BTC, large cap index, broad market index, altcoin index).
- Impact:
- The data will allow me to run a lot more precise regressions due to cleaner data input, leading to more accurate results
