Porównanie metod pomiaru efektywności zarządzania portfelami funduszy inwestycyjnych
Comparison of methods of measuring the performance of investment funds portfolios

Summary/Abstract: This study examines the performance of Polish mutual and pension funds in-vesting between 2001 and 2013. The performance will be assessed as an additional rate of return above the rate of return of passive managed portfolio. The additional rate of return may have different sources. Market timing models are used to assess the market timing and stock selection abilities of fund managers.

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