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Naslov:Mutual fund performance in Slovenia : an analysis of mutual funds with investment policies in Europe and the energy sector
Avtorji:ID Markovič-Hribernik, Tanja (Avtor)
ID Vek, Uroš (Avtor)
Datoteke:URL http://www.efsa.unsa.ba/ef/docs/SEE%20Journal/SEE_Vol6_No1.pdf#page=61
 
Jezik:Angleški jezik
Vrsta gradiva:Neznano
Tipologija:1.01 - Izvirni znanstveni članek
Organizacija:EPF - Ekonomsko-poslovna fakulteta
Opis:This paper examines the risk and return performance of mutual funds in Slovenia from 2005 until August 2009. The research is limited to the regional investment policies in Europe and the energy sector. Using monthly returns, we analyzed different risk-adjusted measures such as: the Treynor ratio, the Sortino ratio and the Information ratio. We also studied selections and timing ability using the Treynor-Mazuy model. The risk and return performance of mutual funds in the Slovenian market does not deviate from those in developed markets. We also found out that the selection ability of fund managers is better than market timing and that the findings of this paper are in accordance with other international studies.
Leto izida:2011
PID:20.500.12556/DKUM-25347 Novo okno
UDK:336.76
COBISS.SI-ID:10674460 Novo okno
ISSN pri članku:1840-118X
NUK URN:URN:SI:UM:DK:QXBCZSZQ
Datum objave v DKUM:30.05.2012
Število ogledov:1246
Število prenosov:154
Metapodatki:XML DC-XML DC-RDF
Področja:Ostalo
:
MARKOVIČ-HRIBERNIK, Tanja in VEK, Uroš, 2011, Mutual fund performance in Slovenia : an analysis of mutual funds with investment policies in Europe and the energy sector. South East European journal of economics and business [na spletu]. 2011. [Dostopano 19 april 2025]. Pridobljeno s: http://www.efsa.unsa.ba/ef/docs/SEE%20Journal/SEE_Vol6_No1.pdf#page=61
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Gradivo je del revije

Naslov:South East European journal of economics and business
Založnik:School of economics and business
ISSN:1840-118X
COBISS.SI-ID:512524913 Novo okno

Sekundarni jezik

Jezik:Angleški jezik
Ključne besede:vzajemni skladi, investicije, tveganje, meritve, matematična ekonomija, statistične metode, Slovenija, Evropska unija


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