{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,12]],"date-time":"2025-10-12T03:02:09Z","timestamp":1760238129834,"version":"build-2065373602"},"reference-count":15,"publisher":"MDPI AG","issue":"3","license":[{"start":{"date-parts":[[2020,7,19]],"date-time":"2020-07-19T00:00:00Z","timestamp":1595116800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"Association of the Luxembourg Fund Industry (ALFI) and Luxembourg School of Finance (LSF) Foundation.","award":["no specific number has been assigned"],"award-info":[{"award-number":["no specific number has been assigned"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Data"],"abstract":"<jats:p>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, official 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.<\/jats:p>","DOI":"10.3390\/data5030062","type":"journal-article","created":{"date-parts":[[2020,7,20]],"date-time":"2020-07-20T06:08:17Z","timestamp":1595225297000},"page":"62","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Luxembourg Fund Data Repository"],"prefix":"10.3390","volume":"5","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-6381-8155","authenticated-orcid":false,"given":"Angeliki","family":"Skoura","sequence":"first","affiliation":[{"name":"Department of Finance, University of Luxembourg, 4365 Esch-sur-Alzette, Luxembourg"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Julian","family":"Presber","sequence":"additional","affiliation":[{"name":"Department of Finance, University of Luxembourg, 4365 Esch-sur-Alzette, Luxembourg"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jang","family":"Schiltz","sequence":"additional","affiliation":[{"name":"Department of Finance, University of Luxembourg, 4365 Esch-sur-Alzette, Luxembourg"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2020,7,19]]},"reference":[{"key":"ref_1","unstructured":"(2019). Investment Company Institute Fact Book 2019: A Review of Trends and Activities in the Investment Company Industry, Investment Company Institute. [59th ed.]."},{"key":"ref_2","unstructured":"Delbecque, B., Tilley, T., and Yang, H. (2019). Trends in the European Investment Fund Industry in the Fourth Quarter of 2019 & Results for the Full Year of 2019, European Fund and Asset Management Association."},{"key":"ref_3","unstructured":"(2019). Annual Report 2018\u20132019, Association of the Luxembourg Fund Industry, ALFI publications."},{"key":"ref_4","unstructured":"Wermers, R., and Smith, R. (2020, May 18). Are Mutual Fund Shareholders Compensated for Active Management \u00abbets\u00bb?. Available online: http:\/\/terpconnect.umd.edu\/~wermers\/FAJ%20Paper%20_Post-Submitted%20Version.pdf."},{"key":"ref_5","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1111\/j.1540-6261.1997.tb03808.x","article-title":"On Persistence in Mutual Fund Performance","volume":"52","author":"Carhart","year":"1997","journal-title":"J. Financ."},{"key":"ref_6","unstructured":"(2019). Setting up in Luxembourg, Association of the Luxembourg Fund Industry, ALFI publications."},{"key":"ref_7","doi-asserted-by":"crossref","unstructured":"Chambost, I., Lenglet, M., and Tadjeddine, Y. (2018). The Making of Finance: Perspectives from the Social Sciences, Routledge. [1st ed.].","DOI":"10.4324\/9781351016117"},{"key":"ref_8","unstructured":"(2020, May 18). European Commission: EU Laws and Initiatives Relating to Collective Investment Funds. Available online: https:\/\/ec.europa.eu\/info\/business-economy-euro\/growth-and-investment\/investment-funds_en."},{"key":"ref_9","unstructured":"(2020, May 18). Luxembourg Stock Exchange: UCITS. Available online: https:\/\/www.bourse.lu\/ucits."},{"key":"ref_10","unstructured":"(2019). The UCITS Market Geographical Breakdown of Nationally Domiciled Funds, European Fund and Asset Management Association."},{"key":"ref_11","doi-asserted-by":"crossref","first-page":"1097","DOI":"10.1093\/rfs\/9.4.1097","article-title":"Survivor Bias and Mutual Fund Performance","volume":"9","author":"Elton","year":"1996","journal-title":"Rev. Financ. Stud."},{"key":"ref_12","unstructured":"(2020, May 18). Documentation of CRSP Mutual Fund Database. Available online: http:\/\/www.crsp.org\/products\/documentation\/crsp-survivor-bias-free-us-mutual-fund-guide-crspsift."},{"key":"ref_13","unstructured":"(2020, May 18). Fund information. Available online: https:\/\/www.fundsquare.net\/fund-tree?idInstr=154601."},{"key":"ref_14","unstructured":"(2016). Discussion Paper on UCITS Share Classes."},{"key":"ref_15","unstructured":"(2020, May 18). Law of 17 December 2010 Relating to Undertakings for Collective Investment. Available online: https:\/\/www.cssf.lu\/wp-content\/uploads\/FAQ_Law_17_December_2010_100320.pdf."}],"container-title":["Data"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.mdpi.com\/2306-5729\/5\/3\/62\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,10,11]],"date-time":"2025-10-11T09:49:50Z","timestamp":1760176190000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.mdpi.com\/2306-5729\/5\/3\/62"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,7,19]]},"references-count":15,"journal-issue":{"issue":"3","published-online":{"date-parts":[[2020,9]]}},"alternative-id":["data5030062"],"URL":"https:\/\/doi.org\/10.3390\/data5030062","relation":{},"ISSN":["2306-5729"],"issn-type":[{"type":"electronic","value":"2306-5729"}],"subject":[],"published":{"date-parts":[[2020,7,19]]}}}