BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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Autor
Zaremba Adam (Uniwersytet Ekonomiczny w Poznaniu)
Tytuł
Przyczyny malejącej zyskowności funduszy kontraktów terminowych
Źródło
Ekonomista, 2011, nr 1, s. 85-105, tab., rys., bibliogr. 94 poz.
Słowa kluczowe
Kontrakty terminowe, Strategia inwestycyjna, Ryzyko inwestycyjne, Fundusze inwestycyjne
Fixed-period contracts, Investment strategy, Investment risk, Investment funds
Abstrakt
W pierwszej części artykułu zostanie przedstawiony podział i charakterystyka systemów zarządzania wykorzystywanych przez fundusze kontraktów terminowych. Jest to o tyle istotne, że funkcjonują one na zasadzie „czarnych skrzynek" , a dokładne strategie inwestycyjne niemal nigdy nie są znane inwestorom. Następnie zostaną przedstawione teorie rynków finansowych uzasadniające funkcjonowanie managed futures. Celem części drugiej jest weryfikacja, czy wspomniane teorie mogą wyjaśnić spadek skuteczności funduszy kontraktów terminowych. W ostatniej części dokonany zostanie przegląd dotychczasowych badań empirycznych nad analizą techniczną na rynkach surowcowych, walutowych i akcyjnych w okresie od lat 70. do początku XX w. (fragment tekstu)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Szkoły Głównej Handlowej w Warszawie
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Bibliografia
Pokaż
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Cytowane przez
Pokaż
ISSN
0013-3205
Język
pol
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