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Emerging markets of South-eastern Europe: Croatian mutual funds and Bosnian investment fundsBoris Podobnik,
Vanco Balen,
Timotej Jagrič,
Marko Kolanović,
Beco Pehlivanovič,
Sebastjan Strašek, 2009, izvirni znanstveni članek
Opis: In this article we study the performance of Croatian mutual funds and Bosnian investment funds. The risk/return measures are assessed by using the Sharpe ratio, the Treynor ratio, Jensen's Alpha, and the Treynor appraisal ratio. Furthermore, we analyze the timing ability of the funds using the quadratic regression of Treynor and Mazuy. To emphasize the financial perspective of South-eastern Europe, we also analyze returns of major financial indices in Croatia, Bosnia and Herzegovina, Slovenia, Serbia and Montenegro, Bulgaria, and Macedonia, and show that financial markets in the whole region exhibit a strong performance recently.
Ključne besede: finančni trg, vzajemni skladi, investicijski skladi, tveganje
Objavljeno v DKUM: 10.07.2015; Ogledov: 1039; Prenosov: 46
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