1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. European Research Studies Journal
  6. 2022
  7. European Research Studies Journal, Volume 25, Issue 3
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/104203
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dc.contributor.authorHoma, Magdalena-
dc.date.accessioned2022-12-02T09:09:26Z-
dc.date.available2022-12-02T09:09:26Z-
dc.date.issued2022-
dc.identifier.citationHoma, M. (2022). The impact of MT strategies on risk and value distribution of unit-linked insurance portfolio. European Research Studies Journal, 25(3), 607-619.en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar/handle/123456789/104203-
dc.description.abstractPURPOSE: The analysis conducted demonstrates that in the case of unit-linked insurance, unlike classic insurance, the composition of the reference portfolio gains much more significance than the insurance period.en_GB
dc.description.abstractDESIGN/METHODOLOGY/APPROACH: Hence, this type of insurance cannot be thought of only in the long term but, above all, the investment strategy should be adapted to market realities. Knowledge of the impact of the use of MT strategies on the parameters of the distribution of the portfolio value will enable the insured to control and possibly change the strategy of conduct during the insurance period by adjusting the composition of the portfolio to the market situation, and thus ensuring a payment tailored to their own needs.en_GB
dc.description.abstractFINDINGS: In Poland, in the case of unit-linked insurance, the financial risk is mainly borne by the insured who is responsible for any negative effects of their investment decisions. Therefore, changes in the actuarial value of a unit-linked insurance portfolio have been examined depending on the managers’ use of market-timing (MT) strategies.en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Piraeus. International Strategic Management Associationen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectPortfolio managementen_GB
dc.subjectInsurance -- Risk managementen_GB
dc.subjectFinancial risken_GB
dc.subjectInvestments -- Decision makingen_GB
dc.titleThe impact of MT strategies on risk and value distribution of unit-linked insurance portfolioen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.identifier.doi10.35808/ersj/3053-
dc.publication.titleEuropean Research Studies Journalen_GB
Appears in Collections:European Research Studies Journal, Volume 25, Issue 3

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