Bazy danych i indeksy funduszy hedgingowych

• Autorzy: Ewelina Sokołowska

Warianty tytułu

Databases and Hedge Funds Indices

• Języki publikacji: PL

Abstrakty

Celem artykułu jest przedstawienie problematyki baz danych i indeksów funduszy hedgingowych. (fragment tekstu)

EN

There are a number of obstacles to the industrialization of the alternative investment indu try. Its adoption by institutional investors will only come about if a serious effort is mai in terms of transparency and rationalization of the investment management process an above all, performance evaluation. Due to the scarcity of information, the logie of represe tativeness through market capitalization is difficult to apply to the alternative universe. i a result, finding a benchmark that is representative of a particular management universe not a trivial problem. Today, thanks to the emergence of a number of data vendors and t growing demand from institutional investors, there is a proliferation of hedge fund indics Unfortunately, these indices differ significantly in terms of performance. The differe indices available on the market arę constructed from different data, according to diver selection criteria and methods of construction, and they evolve at differing paces Because this heterogeneity, investors cannot rely on competing hedge fund indices to obtain a "tr and fair" view of hedge fund performance. (original abstract)

Słowa kluczowe

PL

Bazy danych; Fundusze hedgingowe

EN

Databases; Hedge fund

• Czasopismo: Zeszyty Naukowe / Uniwersytet Ekonomiczny w Poznaniu
• Rocznik: 2010
• Numer: nr 143
• Strony: 284--294

Twórcy

autor

Ewelina Sokołowska

• Uniwersytet Mikołaja Kopernika w Toruniu

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