The Efficiency of Selected Alternative Funds in the Context
of Traditional Funds in Poland Cover Image

Ocena efektywności wybranych funduszy alternatywnych na tle funduszy tradycyjnych w Polsce
The Efficiency of Selected Alternative Funds in the Context of Traditional Funds in Poland

Author(s): Agnieszka Moskal
Subject(s): Politics / Political Sciences, Economy, Business Economy / Management, Financial Markets
Published by: Społeczna Akademia Nauk
Keywords: efficiency; alternative funds; traditional funds; investment funds

Summary/Abstract: The purpose of this article is to examine the effectiveness of selected alternative funds in the context of traditional funds in Poland. The study included 48 equity funds,34 debt funds, 9 commodity funds and 13 absolute return funds in Poland. The results show that the alternative funds managers were not able to out perform traditional funds managers despite lower total and systematic risk of theirs portfolios.

  • Issue Year: 19/2018
  • Issue No: 4.2
  • Page Range: 237-247
  • Page Count: 11
  • Language: Polish