Free standard shipping on all orders
  • Visa
  • Master Card
  • American Express
  • Apple Pay
  • Google Pay
  • JCB

Efficient Mutual Fund Markets: A Global Perspective book cover

1st Edition

Efficient Mutual Fund Markets A Global Perspective

By Stanisław Urbański, Bartosz Rymkiewicz, Jacek Leśkow, Bartosz Stawiarski Copyright 2026
192 Pages 40 B/W Illustrations
by Routledge

192 Pages 40 B/W Illustrations
by Routledge
Also available as eBook on:
This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor. It discusses the challenges relating to changes in returns on the international stock market, with particular emphasis on investments. Instead of focusing on just one designated market, the book examines four diversified, developed markets, and... Read more

List of tables

List of figures

Acknowledgments

 

1.         Introduction

2.         Theoretical ICAPM considerations

3.         Modelling of pricing considering the ICAPM

3.1.      Modelling of future states of the economy

3.2.      Modelling of equilibrium—Using the author’s ICAPM application

3.3.      Modelling of equilibrium—Sustainability considerations

3.4.      Estimation of pricing models

3.5.      Efficient market hypotheses—Discretisation problems

4.         Methodology  

5.         Results

5.1.      U.S. Market

5.2.      European market

5.3.      Japanese market

5.4.      Chinese market

5.5.      Polish market

6.         Discussion

7.         Conclusions

8.         Research limitations and future research directions

 

References

Appendix

 

Index

 

Biography

Stanisław Urbanski is a Professor in the Department of Finance and Accounting and Head of the Capital Markets Laboratory, AGH University of Science and Technology, Cracow, Poland.

Bartosz Rymkiewicz is an Assistant Professor in the Department of Finance and Accounting, AGH University of Science and Technology, Cracow, Poland.

Jacek Leśkow  is the Rector of American University in Kyiv and Professor of Cracow University of Technology.

Bartosz Stawiarski is an Assistant Professor in the Department of Applied Mathematics, Faculty of Computer Science and Telecommunications, Cracow University of Technology, Cracow, Poland.

Add to Cart