{"id":"https://openalex.org/W2753929250","doi":"https://doi.org/10.1007/978-3-319-67223-6_2","title":"The Inversion Test of the Investment Funds Efficiency Measures","display_name":"The Inversion Test of the Investment Funds Efficiency Measures","publication_year":2017,"publication_date":"2017-08-31","ids":{"openalex":"https://openalex.org/W2753929250","doi":"https://doi.org/10.1007/978-3-319-67223-6_2","mag":"2753929250"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-67223-6_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-67223-6_2","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039988310","display_name":"Agnieszka Bukiety\u0144ska","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Agnieszka Bukiety\u0144ska","raw_affiliation_strings":["Higher School of Banking, Wroc\u0142aw, Poland"],"affiliations":[{"raw_affiliation_string":"Higher School of Banking, Wroc\u0142aw, Poland","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007201153","display_name":"Mariusz Czeka\u0142a","orcid":"https://orcid.org/0000-0003-1007-0806"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mariusz Czeka\u0142a","raw_affiliation_strings":["Higher School of Banking, Wroc\u0142aw, Poland"],"affiliations":[{"raw_affiliation_string":"Higher School of Banking, Wroc\u0142aw, Poland","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019167864","display_name":"Zofia Wilimowska","orcid":null},"institutions":[{"id":"https://openalex.org/I686019","display_name":"AGH University of Krakow","ror":"https://ror.org/00bas1c41","country_code":"PL","type":"education","lineage":["https://openalex.org/I686019"]},{"id":"https://openalex.org/I11923345","display_name":"Wroc\u0142aw University of Science and Technology","ror":"https://ror.org/008fyn775","country_code":"PL","type":"education","lineage":["https://openalex.org/I11923345"]},{"id":"https://openalex.org/I4210115088","display_name":"Pa\u0144stwowa Wy\u017csza Szko\u0142a Zawodowa w Nysie","ror":"https://ror.org/029mfc453","country_code":"PL","type":"education","lineage":["https://openalex.org/I4210115088"]}],"countries":["PL"],"is_corresponding":false,"raw_author_name":"Zofia Wilimowska","raw_affiliation_strings":["Department of Management Systems, Faculty of Computer Science and Management, Wroc\u0142aw University of Science and Technology, Wroc\u0142aw, Poland","University of Applied Sciences in Nysa, Nysa, Poland"],"affiliations":[{"raw_affiliation_string":"Department of Management Systems, Faculty of Computer Science and Management, Wroc\u0142aw University of Science and Technology, Wroc\u0142aw, Poland","institution_ids":["https://openalex.org/I11923345","https://openalex.org/I686019"]},{"raw_affiliation_string":"University of Applied Sciences in Nysa, Nysa, Poland","institution_ids":["https://openalex.org/I4210115088"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006030866","display_name":"Marek Wilimowski","orcid":null},"institutions":[{"id":"https://openalex.org/I4210115088","display_name":"Pa\u0144stwowa Wy\u017csza Szko\u0142a Zawodowa w Nysie","ror":"https://ror.org/029mfc453","country_code":"PL","type":"education","lineage":["https://openalex.org/I4210115088"]}],"countries":["PL"],"is_corresponding":false,"raw_author_name":"Marek Wilimowski","raw_affiliation_strings":["University of Applied Sciences in Nysa, Nysa, Poland"],"affiliations":[{"raw_affiliation_string":"University of Applied Sciences in Nysa, Nysa, Poland","institution_ids":["https://openalex.org/I4210115088"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5039988310"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.131,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.94755591,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"13","last_page":"26"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13366","display_name":"Accounting Theory and Financial Reporting","score":0.7261999845504761,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T13366","display_name":"Accounting Theory and Financial Reporting","score":0.7261999845504761,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11890","display_name":"Scientific Measurement and Uncertainty Evaluation","score":0.6697999835014343,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.6035000085830688,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/inversion","display_name":"Inversion (geology)","score":0.7165346741676331},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6271026134490967},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6036534905433655},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.568932056427002},{"id":"https://openalex.org/keywords/rank-correlation","display_name":"Rank correlation","score":0.5040175318717957},{"id":"https://openalex.org/keywords/treynor-ratio","display_name":"Treynor ratio","score":0.5002536773681641},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.47535082697868347},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2866228222846985},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.15092691779136658},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1307675838470459},{"id":"https://openalex.org/keywords/political-science","display_name":"Political science","score":0.06906551122665405}],"concepts":[{"id":"https://openalex.org/C1893757","wikidata":"https://www.wikidata.org/wiki/Q3653001","display_name":"Inversion (geology)","level":3,"score":0.7165346741676331},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6271026134490967},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6036534905433655},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.568932056427002},{"id":"https://openalex.org/C101601086","wikidata":"https://www.wikidata.org/wiki/Q3753228","display_name":"Rank correlation","level":2,"score":0.5040175318717957},{"id":"https://openalex.org/C44723521","wikidata":"https://www.wikidata.org/wiki/Q746086","display_name":"Treynor ratio","level":4,"score":0.5002536773681641},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.47535082697868347},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2866228222846985},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.15092691779136658},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1307675838470459},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.06906551122665405},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C109007969","wikidata":"https://www.wikidata.org/wiki/Q749565","display_name":"Structural basin","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-67223-6_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-67223-6_2","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.4000000059604645,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W299874250","https://openalex.org/W1531843149","https://openalex.org/W1592741479","https://openalex.org/W1983074539","https://openalex.org/W2079661833","https://openalex.org/W2170893984","https://openalex.org/W2317997851","https://openalex.org/W2521135337","https://openalex.org/W3013861998","https://openalex.org/W6607579388"],"related_works":["https://openalex.org/W2742989425","https://openalex.org/W4249858444","https://openalex.org/W3129607041","https://openalex.org/W2946535532","https://openalex.org/W1926659914","https://openalex.org/W3009501688","https://openalex.org/W2341619005","https://openalex.org/W1988167694","https://openalex.org/W1560623280","https://openalex.org/W2765479136"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}