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Naslov:Do mutual fund performance and the abilities of fund managers in Slovenia deviate from those in developed markets?
Avtorji:ID Markovič-Hribernik, Tanja (Avtor)
ID Vek, Uroš (Avtor)
Datoteke:URL http://www.rebe.rau.ro/REBE%208%201.pdf
 
Jezik:Angleški jezik
Vrsta gradiva:Delo ni kategorizirano
Tipologija:1.01 - Izvirni znanstveni članek
Organizacija:EPF - Ekonomsko-poslovna fakulteta
Opis:Up until the beginning of the financial crisis, Slovenia was marked by exceptionally high growth rates in the mutual fund industry. The reason for this were in the performance of the Slovenian stock market index, which was one of the best performing in 2007. In this paper we analyzed mutual funds performance in Slovenia to discover the quality of fund managers in the market. The focus was on funds with selected sectoral investment policy. We analyzed different risk adjusted measures such as the M2, the Treynor ratio, the Sortino ratio and the Information ratio using monthly log returns. We also studied selection ability of fund managers with Jensens alpha and timing ability using the Treynor-Mazuy model. We found out that the risk and return performance of mutual funds in Slovenia does not deviate from those in the developed markets and that we can not confirm the selection and market timing ability of fund managers.
Ključne besede:management, manager, vzajemni skladi, investicije, tveganje, meritve, matematična ekonomija, statistične metode, Slovenija
Leto izida:2013
Št. strani:str. 130-139
Številčenje:Vol. 8, no. 1
PID:20.500.12556/DKUM-49834 Novo okno
UDK:336.763.268
COBISS.SI-ID:11416348 Novo okno
ISSN pri članku:1842-2497
NUK URN:URN:SI:UM:DK:U9OYTHG6
Datum objave v DKUM:10.07.2015
Število ogledov:809
Število prenosov:52
Metapodatki:XML DC-XML DC-RDF
Področja:Ostalo
:
MARKOVIČ-HRIBERNIK, Tanja in VEK, Uroš, 2013, Do mutual fund performance and the abilities of fund managers in Slovenia deviate from those in developed markets? Romanian economic and business review [na spletu]. 2013. Vol. 8, no. 1, p. 130–139. [Dostopano 19 april 2025]. Pridobljeno s: http://www.rebe.rau.ro/REBE%208%201.pdf
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Gradivo je del revije

Naslov:Romanian economic and business review
Skrajšan naslov:Rom. econ. bus. rev.
Založnik:Romanian-American University
ISSN:1842-2497
COBISS.SI-ID:512947842 Novo okno

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