Luxembourg Fund Data Repository

Angeliki Skoura, Julian Presber and Jang Schiltz
Additional contact information
Angeliki Skoura: Department of Finance, University of Luxembourg, 4365 Esch-sur-Alzette, Luxembourg
Julian Presber: Department of Finance, University of Luxembourg, 4365 Esch-sur-Alzette, Luxembourg

Data, 2020, vol. 5, issue 3, 1-15

Abstract: In this paper, we introduce the Luxembourg Fund Data Repository, a novel database of investment funds available for academic research that was created at the Department of Finance of the University of Luxembourg. The database contains the population of Undertakings for Collective Investment in Transferable Securities funds domiciled in Luxembourg from the starting month of their existence (March 1988) to October 2016. The fund characteristics are organized in a comprehensive database architecture encompassing static and dynamic data over the entire life of the funds. The characteristics include fund identifiers, official name, status information, management company and other service providers, daily and monthly performance time-series, portfolio holdings, classification of investment objective, fees, dividends, and cash flows. The database was constructed after collecting and assembling complementary historical information from three data providers. Importantly, funds no longer in existence due to liquidation or mergers are included in the database, preventing survivorship bias. The database has been constructed to serve as a research dataset of high accuracy due to the maximization of population coverage, the maximization of historical coverage, and validation by using information acquired from the supervisory authority of the financial sector of Luxembourg. License currently available to researchers of the Department of Finance of the University of Luxembourg. Future plans for extending accessibility to the global academic community.

Keywords: investment fund data; fund time-series; Undertakings for Collective Investment in Transferable Securities; survivorship-bias-free database (search for similar items in EconPapers)
JEL-codes: C8 C80 C81 C82 C83 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2306-5729/5/3/62/pdf (application/pdf)
https://www.mdpi.com/2306-5729/5/3/62/ (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:gam:jdataj:v:5:y:2020:i:3:p:62-:d:386738

Access Statistics for this article

Data is currently edited by Ms. Cecilia Yang

More articles in Data from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().