Baltic Pension Fund Performance Rankings Using Network Stochastic Dominance Ratio

A dataset containing performance evaluations and rankings for second pillar pension funds in the Baltic States. The analysis uses a Network Stochastic Dominance (NetSD) ratio to rank funds under various distributional assumptions, including empirical, α-stable, Student’s t, hyperbolic, and Normal Inverse Gaussian. The dataset was created by Audrius Kabašinskas and last updated on June 2, 2026.

Use Cases

• Ranking pension fund performance based on the Network Stochastic Dominance (NetSD) ratio described in the paper
• Testing the robustness of financial rankings to changes in distributional assumptions like α-stable or Student’s t
• Conducting stress tests on efficient funds by shifting location parameters of their return distributions
• Comparing traditional risk-adjusted measures (e.g., Sharpe ratio) with the proposed NetSD methodology

Strengths

• Analysis includes five different distributional assumptions for modeling returns, as mentioned in the description
• Dataset is focused on a specific financial instrument (second pillar pension funds) in a defined region (Baltic States)
• The methodology is described as robust to changes in modeling assumptions and the inclusion of additional funds

Limitations

• Row count and specific column definitions are unknown, requiring inspection after download
• The dataset is small in scale at 164.5 KB, indicating limited scope
• Column-level documentation is absent; field semantics must be inferred after download

Provenance

Source

figshare

Collection Method

Likely contains calculated financial ratios and rankings derived from pension fund return data.

Freshness

Last updated 2026-06-02 07:14:32; freshness should be verified

Geography

Baltic States