Title: | Emerging markets of South-eastern Europe: Croatian mutual funds and Bosnian investment funds |
---|
Authors: | ID Podobnik, Boris (Author) ID Balen, Vanco (Author) ID Jagrič, Timotej (Author) ID Kolanović, Marko (Author) ID Pehlivanovič, Beco (Author) ID Strašek, Sebastjan (Author) |
Files: | http://www.dlib.si/details/URN:NBN:SI:DOC-BN4VT41Z
|
---|
Language: | English |
---|
Work type: | Not categorized |
---|
Typology: | 1.01 - Original Scientific Article |
---|
Organization: | EPF - Faculty of Business and Economics
|
---|
Abstract: | 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. |
---|
Keywords: | finančni trg, vzajemni skladi, investicijski skladi, tveganje |
---|
Publisher: | Društvo ekonomistov Maribor |
---|
Year of publishing: | 2009 |
---|
Number of pages: | str. 30-39 |
---|
Numbering: | Letn. 55, št. 1/2 |
---|
PID: | 20.500.12556/DKUM-52530  |
---|
UDC: | 336.763.268(497.13:497.15) |
---|
ISSN on article: | 0547-3101 |
---|
COBISS.SI-ID: | 9769500  |
---|
NUK URN: | URN:SI:UM:DK:TUVJH5CV |
---|
Publication date in DKUM: | 10.07.2015 |
---|
Views: | 1039 |
---|
Downloads: | 46 |
---|
Metadata: |  |
---|
Categories: | Misc.
|
---|
:
|
Copy citation |
---|
| | | Average score: | (0 votes) |
---|
Your score: | Voting is allowed only for logged in users. |
---|
Share: |  |
---|
Hover the mouse pointer over a document title to show the abstract or click
on the title to get all document metadata. |