… Tomasz Miziołek … Tomasz Miziołek … Tomasz Miziołek serves as Associate Professor
at the Faculty of Economics and Sociology, University of Lodz, Poland. He has more than 20 …

Fundamental indexations for common stocks refers to weighting portfolio constituents on the
basis of fundamental variables. We examine the cost efficiency of this approach in the three …

Artificial intelligence (AI) and its various forms, including inter alia machine learning, deep
learning, natural language processing, and optical character recognition, play an increasingly …

The main goal of the article is to examine the tracking efficiency of a homogenous sample of
14 ETFs listed on European exchanges, replicating the performance of Euro Stoxx 50 Index…

In recent years asset growth of passively managed funds, including ETFs, has been substantial
all over the world. The main purpose of an ETF is to replicate both the return and risk …

This chapter presents the modern portfolio theory from the theoretical perspective. It is
demonstrated how investors may choose the optimal portfolio out of different sets of portfolios, …

Purpose–the aim of the article was an analysis of the returns of universal Polish equity
investment funds before and after the change of portfolio managers. The article deals with the …

There are four exchange-traded funds listed on stock exchanges having exposure on the
Polish equity market: Market Vectors Poland ETF, Lyxor ETF WIG20, iShares MSCI Poland …

This chapter describes microstructure and mechanics of ETFs. First, the launch of an ETF,
creation and redemption of ETF shares, and ETF share pricing and valuation are shown. Next, …

The aim of the paper was to determine the level of market concentration in the Polish investment
fund industry from 1998 to 2018 and to identify the causes of changes. Moreover, the …