The performance of equity mutual funds in Poland
by Katerina Lyroudi, Agnieszka Pazgier, Anna Kielbasa
International Journal of Computational Science and Engineering (IJCSE), Vol. 5, No. 1, 2010

Abstract: This paper investigates the performance of equity mutual funds in Poland, by determining the indices of Sharpe, Treynor and Jensen's Alpha for each fund and for the market index WIG for the period 2004-2007. Our results indicated that the funds performed very well in 2005. However during the next two years and especially in 2007, the performance decreased significantly. Probably, the real estate and mortgage crisis in the USA and the European markets, as well as the oil price increase affected all the economies worldwide, including Poland.

Online publication date: Fri, 11-Dec-2009

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Computational Science and Engineering (IJCSE):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com