APPLICATION OF MULTIFACTORIAL MARKET-TIMING MODELS TO ASSESS RISK AND EFFECTIVENESS OF EQUITY-LINKED INSURANCE FUNDS IN POLAND

Magdalena Homa () and Monika Mościbrodzka ()
Additional contact information
Magdalena Homa: Uniwersytet Wrocławski Instytut Nauk Ekonomicznych.
Monika Mościbrodzka: Uniwersytet Wroc┼éawski Instytut Nauk Ekonomicznych.

Statistics in Transition New Series, 2015, vol. 16, issue 2, 279-292

Abstract: Traditionally, models developed by Treynor and Mazuy (T-M) and also by Henriksson-Merton (H-M), which are called market-timing models, are applied...

Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2015-015.pdf (application/pdf)
https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2015-015 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:16:y:2015:i:2:p:279-292

DOI: 10.21307/stattrans-2015-015

Access Statistics for this article

More articles in Statistics in Transition New Series from Polish Statistical Association
Bibliographic data for series maintained by MPS Ltd. ().