Analysis of Selected Investment Fund Type Ranking Position – PROMETHEE Method Application

• Authors: Adam Kucharski
• Languages of publication: EN

Abstracts

EN

We decided to use the PROMETHEE method to rank selected types of investment funds offered on the Polish market. In our deliberations, we took an interest in the investor with a certain aversion to risk who chooses from among treasury securities or stable growth funds. We took into consideration whole ranking lists made for half-yearly periods from 2010 to 2012 instead of the specific objects pointed by model. We decided to check whether, among investment products of interest to us, there are stable relationships over time arising from their ranking positions that allow to identify regular groups of leaders and outsiders. Moreover, we checked the influence of the fund size measured by the value of its assets on its ranking position.

Keywords

EN

PROMETHEE; ranking; investment funds; capital market

• Publisher: Sciendo
• Journal: Przedsiębiorczość i Zarządzanie
• Year: 2014
• Volume: 15
• Issue: 1
• Pages: 41-53

Dates

published

2014-01-01

online

2014-05-30

Contributors

author

Adam Kucharski

• University of Lodz

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Identifiers

DOI

10.2478/eam-2014-0003