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Wyszukujesz frazę "Żebrowska – SuchodolskA, Dorota" wg kryterium: Autor


Wyświetlanie 1-2 z 2
Tytuł:
Impact of the COVID-19 pandemic on the results of Polish socially responsible funds
Autorzy:
Jamróz, Paweł
Żebrowska-Suchodolska, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/2124625.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
Tematy:
mutual funds
socially responsible investments
investment efficiency
Opis:
Purpose – The aim of the paper is the evaluation of the results of Polish socially responsible funds during the pandemic period in comparison to two previous subperiods. Research method – In the research, the nonclassical meters of investment efficiency were used. They were designed for three research subperiods. They provided the basis for creating rankings and for studying the stability of results. The results were compared with the WIG and WIG-ESG index results.Results – The studied socially responsible funds noted lower results in the period directly before the pandemic. In the pandemic period, they, however, noted higher results than the WIG index.Originality / value / implications / recommendations – The paper bridges the research gap pertaining to the research on the results of Polish socially responsible funds during the pandemic period. The article, according to the authors’ knowledge, is one of the first papers in Poland which studies the results of socially responsible funds during the pandemic period.
Źródło:
Optimum. Economic Studies; 2021, 4(106); 70-82
1506-7637
Pojawia się w:
Optimum. Economic Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Positioning equity mutual funds performance with the use of various risk measures
Autorzy:
Żebrowska-Suchodolska, Dorota
Karpio, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/2128548.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
Tematy:
risk
rate of return
open-end mutual fund of shares
investment performance
ranking of funds
Opis:
Purpose – Verifying the hypothesis that the ranking positions of funds are not repeatable during periods of changing market conditions. The subject of research are equity investment funds operating on the Polish market in the years 2003-2017. Research method – The research employed various risk measures appearing in investment performance indicators: as measures of variability relative to the average rate of return or market benchmark as well as measures of potential investor losses. Performance comparisons were made in five-year subperiods taking into account the monthly percentage changes in participation units. In each subperiod, a number of rankings based on the following indicators: Sharpe, Information Ratio, Sortino, Martin, Pain, Calmar, RVaR, mRVaR and CS were created. Results – There are no funds that would occupy high ranking positions created on the basis of various indicators. Positions taken by equity funds change randomly regardless of the situation on the capital market. Originality /value / implications /recommendations – The study uses a wide range of measures that differ in many important parameters from an investment point of view. In particular, this applies not only to risk measures, but also to benchmarks. The authors tried to increase the value of the study by associating subperiods with periods of changing market conditions. This allows conclusions to be drawn regarding the capital market segment. The presented studies can be extended to funds from other risk classes.
Źródło:
Optimum. Economic Studies; 2020, 2(100); 132-147
1506-7637
Pojawia się w:
Optimum. Economic Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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