Efficient Mutual Fund Markets

A Global Perspective

AvStanisław Urbański,Bartosz Rymkiewicz

Inbunden, Engelska, 2025

Del i serien Routledge Focus on Economics and Finance

1 011 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor. It discusses the challenges relating to changes in returns on the international stock market, with particular emphasis on investments.Instead of focusing on just one designated market, the book examines four diversified, developed markets, and models the Polish market as a representative of emerging markets. The authors argue that the current market for available financial instruments, mainly derivatives, may be an example of a partially complete market. With such assumptions, they test selected markets, assuming that a representative investor, such as an investment fund, makes rational decisions and uses all available financial instruments. The research conducted in the book is unique in its assumption that investors form portfolios that consider the structure of the company's financial results. The significant impact that the financial crisis in the United States since 2007, the COVID-19 pandemic, and Russia's aggression against Ukraine have had on investors' decisions is also discussed.The book will find an audience among researchers, scholars, and students specialising in finance and capital market investments.

Produktinformation

Utgivningsdatum:2025-06-06
Mått:138 x 216 x 17 mm
Vikt:520 g
Format:Inbunden
Språk:Engelska
Serie:Routledge Focus on Economics and Finance
Antal sidor:174
Förlag:Taylor & Francis Ltd
ISBN:9781032959597

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Stanisław Urbanski is a Professor in the Department of Finance and Accounting and Head of the Capital Markets Laboratory, AGH University of Science and Technology, Cracow, Poland.Bartosz Rymkiewicz is an Assistant Professor in the Department of Finance and Accounting, AGH University of Science and Technology, Cracow, Poland.Jacek Leśkow is the Rector of American University in Kyiv and Professor of Cracow University of Technology.Bartosz Stawiarski is an Assistant Professor in the Department of Applied Mathematics, Faculty of Computer Science and Telecommunications, Cracow University of Technology, Cracow, Poland.

Innehållsförteckning

1. Introduction 2. Theoretical ICAPM considerations 3. Modelling of pricing considering the ICAPM 3.1. Modelling of future states of the economy 3.2. Modelling of equilibrium: Using the author’s ICAPM application 3.3. Modelling of equilibrium: Sustainability considerations 3.4. Estimation of pricing models 3.5. Efficient market hypotheses: Discretisation problems 4. Methodology 5. Results 5.1. U.S. Market 5.2. European market 5.3. Japanese market 5.4. Chinese market 5.5. Polish market 6. Discussion 7. Conclusions 8. Research limitations and future research directions

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Efficient Mutual Fund Markets

A Global Perspective

AvStanisław Urbański,Bartosz Rymkiewicz

Inbunden, Engelska, 2025

Del i serien Routledge Focus on Economics and Finance

1 011 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

Produktinformation

Utgivningsdatum:2025-06-06
Mått:138 x 216 x 17 mm
Vikt:520 g
Format:Inbunden
Språk:Engelska
Serie:Routledge Focus on Economics and Finance
Antal sidor:174
Förlag:Taylor & Francis Ltd
ISBN:9781032959597

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Innehållsförteckning

1. Introduction 2. Theoretical ICAPM considerations 3. Modelling of pricing considering the ICAPM 3.1. Modelling of future states of the economy 3.2. Modelling of equilibrium: Using the author’s ICAPM application 3.3. Modelling of equilibrium: Sustainability considerations 3.4. Estimation of pricing models 3.5. Efficient market hypotheses: Discretisation problems 4. Methodology 5. Results 5.1. U.S. Market 5.2. European market 5.3. Japanese market 5.4. Chinese market 5.5. Polish market 6. Discussion 7. Conclusions 8. Research limitations and future research directions