EFEKTYWNOŚĆ A RYZYKO FINANSOWE UBEZPIECZENIOWYCH FUNDUSZY KAPITAŁOWYCH
EFFECTIVENESS AND FINANCIAL RISK OF INSURANCE EQUITY FUNDS
Author(s): Magdalena HomaSubject(s): Economy, Methodology and research technology, Evaluation research, Financial Markets
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: unit-linked insurance (ULI); equity funds; financial risk; investment efficiency;
Summary/Abstract: The aim of the article is the analyse financial risk and evaluation efficiency of the portfolio of unit-linked insurance depending on fund investment strategy adopted were examined. For this purpose adopted a classic and alternative measures of effectiveness such as the Sharpe ratio, Jensen, Treynor, Sortino, the UPR and the Omega. Such knowledge will enable the insured to check and possibly change the proceeding strategy during the period of insurance adjusting the composition of portfolio to market situation and consequently assuring reimbursement adjusted to own needs.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XVI/2015
- Issue No: 3
- Page Range: 93-106
- Page Count: 14
- Language: Polish