Modelling the Open Pension Funds: The Case of Poland. Evaluation of Market Strong Efficiency

Kazimierz Krauze and Anna Krauze
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Kazimierz Krauze: University in Gdynia, Poland
Anna Krauze: University of Warmia and Mazury, Olsztyn, Poland

Chapter 12 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 161-174 from University of Lodz

Abstract: In Chapter 12 Krauze and Krauze are modelling the returns of Polish pension funds using the most popular asset pricing models and their modifications. They did not find any evidence confirming the strong form of the market efficiency.

Keywords: Market efficiency; Open pension funds; Asset pricing models (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2008:n:06:ch:12:mon

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