Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 6

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  MUTUAL FUNDS
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1

ANALYSIS OF REAL ESTATE MUTUAL FUNDS IN POLAND - LEGAL BACKGROUND NAD THE INVESTMENT POLICY (Analiza funduszy inwestycyjnych w Polsce inwestujacych w rynku nieruchomosci - podstawy prawne oraz polityka inwestycyjna)

100%
Sarnowski K. A.
Pieniądze i Więź
|
2011
|
vol. 14
|
issue 1(50)
102-114
EN
The aim of this article was to show investment opportunities on the real estate market with mutual funds. The popularity of the investment in immovable property caused, that some mutual funds have invested funds of their participants on the real estates market. Real estate legal regulations in Poland determining investment opportunities of mutual funds on the market were analysed specifically. There were also analysed: development (number of funds being formed) of funds of the real estate market in Poland in years 2001 - March 2010, as well as investment strategies carried out by funds.
2
Content available remote

Kryzys na rynkach finansowych a światowy rynek funduszy inwestycyjnych

100%
Pisarewicz P.
Zarządzanie i Finanse
|
2012
|
vol. 4
|
issue 2
145-155
EN
Confidence crisis observed during past few years, plays very important role on Mutual funds and other financial institutions on international financial market. This paper focuses on mutual fund industry, during 2001-2001 years. The analysis covers most important data and mechanisms which explains trends on net-assets value and net-sales during the last decade.
3

SELECTED MULTIFACTOR MARKET-TIMING MODELS FOR MUTUAL FUND PERFORMANCE EVALUATION (Ocena efektywnosci zarzadzania portfelem funduszu inwestycyjnego z wykorzystaniem wybranych wieloczynnikowych modeli market timing)

80%
Olbrys J.
Optimum. Studia Ekonomiczne
|
2010
|
issue 4 (48)
44-61
EN
The aim of this paper is to compare modified multifactor market-timing models: the three factor model with the Fama and French spread variables SMB and HML, and the hybrid four-factor model with the additional factor that proxies for the monthly payoffs of a successful market timer. We examined the market-timing and selectivity abilities of selected 15 Polish equity open end mutual funds' managers using daily and monthly data from January 2003 to December 2009.
4

ANALYSIS OF REAL ESTATE MUTUAL FUNDS IN POLAND - ASSETS AND PERFORMANCE (Analiza funduszy inwestycyjnych w Polsce inwestujacych w rynku nieruchomosci - aktywa i efektywnosc)

80%
Sarnowski K. A.
Pieniądze i Więź
|
2011
|
vol. 14
|
issue 3(52)
75-89
EN
The purpose of this article was to assess the impact of the size and efficiency of assets, held by the funds, on the state of development of the Polish investment funds' market, which invest in real estate. The size of accumulated assets is an important factor that affects the possibility for investment funds to invest in investment projects of different sizes. The effectiveness of the funds has been tested on the basis of stock exchange investment certificates, as well as their quarterly valuations. The study has also carried out an analysis of the liquidity of investment certificates listed on the Warsaw Stock Exchange, and the costs borne by investors wanting to invest in real estate funds.
5

A comparative analysis of Hungarian money-market funds.

80%
Radnai M., Szatmari A.
Kozgazdasagi Szemle (Economic Review)
|
2006
|
vol. 53
|
issue 5
389-407
EN
Money market funds, as their name indicates, were invested originally on the money market, in short term deposits or other financial instruments with equivalent types of interest, so that the interest risk 'should' be minimal. However, sizeable falls in the prices of these funds too have resulted from the series of interest rate rises since the autumn of 2003, so that they have come to resemble short term bond funds, rather than money market funds. The analysis compares the interest risk assumed by the forint based money market funds and the performance attained in the period between January 1, 2003 and October 5, 2005. It is found that the interest risk of the money market funds shows a very wide dispersion, with some varying over time as well, and others whose scale of risk means they cannot be classed as money market funds at all. There is also a significant spread found in the performance of certain funds compared with the reference portfolio.
6

Próba pomiaru efektywności funduszy inwestycyjnych w Polsce w latach 1999–2005

80%
Salamaga M.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
|
2011
|
issue 873
95-107
EN
The paper assesses the success of mutual funds in Poland using measures including Sharpe ratio, Treynor ratio, Sharpe’s alpha, Jensen’s alpha. These ratios assess selectivity, which represents the stock picking skill of the fund manager, and the excess return over and above the return required to compensate for the total risk that manager tales. The data used in the paper is taken from the Polish Financial Market from 1999 to 2005.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.