Abstract:
The paper critically explores indirect investments into infrastructure, microeconomics characteristics of infrastructures firms, and financial consequences for investors. There is shown the possibility of investing in infrastructure companies and analyzing broad issue of risk measurement with a focus on downside risk measurement principle. The main scientific aim is to use a complex of more sophisticated and theoretically advanced statistical techniques and apply them on the findings. There were preferred mainly robust statistical methods and a bootstrap method for the estimation of selected characteristics and ratios. The indirect investment into infrastructure equity index was compared with to some well know equity and other asset class indexes.
