Analysis of Polish mutual funds performance: a Markovian approach

Analysis of Polish mutual funds performance: a Markovian approach

Bibliographic Details
Main Authors: Dariusz Filip, Tomasz Rogala
Format: Article
Language:English
Published: Exeley Inc. 2021-03-01
Series:Statistics in Transition
Subjects:
Markov chain
smart money effect
effectiveness
performance inertia
Online Access:https://www.exeley.com/exeley/journals/statistics_in_transition/22/1/pdf/10.21307_stattrans-2021-006.pdf
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spelling doaj-47258691673e42c08e0b558a40bf630f2021-03-04T12:30:04ZengExeley Inc.Statistics in Transition1234-76552450-02912021-03-0122110.21307/stattrans-2021-006Analysis of Polish mutual funds performance: a Markovian approachDariusz Filip0Tomasz Rogala1Cardinal Stefan Wyszynski University in Warsaw (UKSW), Faculty of Social and Economic Sciences, Department of Finance, PolandCardinal Stefan Wyszynski University in Warsaw (UKSW), Faculty of Mathematics and Natural Sciences, Institute of Mathematics, Polandhttps://www.exeley.com/exeley/journals/statistics_in_transition/22/1/pdf/10.21307_stattrans-2021-006.pdfMarkov chainsmart money effecteffectivenessperformance inertia
collection DOAJ
language English
format Article
sources DOAJ
author Dariusz Filip
Tomasz Rogala
spellingShingle Dariusz Filip
Tomasz Rogala
Analysis of Polish mutual funds performance: a Markovian approach
Statistics in Transition
Markov chain
smart money effect
effectiveness
performance inertia
author_facet Dariusz Filip
Tomasz Rogala
author_sort Dariusz Filip
title Analysis of Polish mutual funds performance: a Markovian approach
title_short Analysis of Polish mutual funds performance: a Markovian approach
title_full Analysis of Polish mutual funds performance: a Markovian approach
title_fullStr Analysis of Polish mutual funds performance: a Markovian approach
title_full_unstemmed Analysis of Polish mutual funds performance: a Markovian approach
title_sort analysis of polish mutual funds performance: a markovian approach
publisher Exeley Inc.
series Statistics in Transition
issn 1234-7655
2450-0291
publishDate 2021-03-01
topic Markov chain
smart money effect
effectiveness
performance inertia
url https://www.exeley.com/exeley/journals/statistics_in_transition/22/1/pdf/10.21307_stattrans-2021-006.pdf
work_keys_str_mv AT dariuszfilip analysisofpolishmutualfundsperformanceamarkovianapproach
AT tomaszrogala analysisofpolishmutualfundsperformanceamarkovianapproach
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