Reference : Luxembourg Fund Data Repository
Scientific journals : Article
Business & economic sciences : Finance
Finance
http://hdl.handle.net/10993/45291
Luxembourg Fund Data Repository
English
Skoura, Angeliki mailto []
Presber, Julian mailto []
Schiltz, Jang mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF) >]
19-Jul-2020
Data
MDPI AG
5
3
1-15
Yes (verified by ORBilu)
International
2306-5729
Switzerland
[en] investment fund data ; fund time-series ; Undertakings for Collective Investment in Transferable Securities ; survivorship-bias-free database
[en] In this paper, we introduce the Luxembourg Fund Data Repository, a novel database of investment funds available for academic research that was created at the Department of Finance of the University of Luxembourg. The database contains the population of Undertakings for Collective Investment in Transferable Securities funds domiciled in Luxembourg from the starting month of their existence (March 1988) to October 2016. The fund characteristics are organized in a comprehensive database architecture encompassing static and dynamic data over the entire life of the funds. The characteristics include fund identifiers, oļ¬ƒcial name, status information, management company and other service providers, daily and monthly performance time-series, portfolio holdings, classification of investment objective, fees, dividends, and cash flows. The database was constructed after collecting and assembling complementary historical information from three data providers. Importantly, funds no longer in existence due to liquidation or mergers are included in the database, preventing survivorship bias. The database has been constructed to serve as a research dataset of high accuracy due to the maximization of population coverage, the maximization of historical coverage, and validation by using information acquired from the supervisory authority of the financial sector of Luxembourg. License currently available to researchers of the Department of Finance of the University of Luxembourg. Future plans for extending accessibility to the global academic community.
ABBL and ALFI
Researchers ; Professionals
http://hdl.handle.net/10993/45291
10.3390/data5030062

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