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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:URL 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 New window
UDC:336.763.268(497.13:497.15)
ISSN on article:0547-3101
COBISS.SI-ID:9769500 New window
NUK URN:URN:SI:UM:DK:TUVJH5CV
Publication date in DKUM:10.07.2015
Views:1039
Downloads:48
Metadata:XML DC-XML DC-RDF
Categories:Misc.
:
PODOBNIK, Boris, BALEN, Vanco, JAGRIČ, Timotej, KOLANOVIĆ, Marko, PEHLIVANOVIČ, Beco and STRAŠEK, Sebastjan, 2009, Emerging markets of South-eastern Europe: Croatian mutual funds and Bosnian investment funds. Naše gospodarstvo : revija za aktualna gospodarska vprašanja [online]. 2009. Vol. 55, no. 1/2, p. 30–39. [Accessed 19 March 2025]. Retrieved from: http://www.dlib.si/details/URN:NBN:SI:DOC-BN4VT41Z
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Record is a part of a journal

Title:Naše gospodarstvo : revija za aktualna gospodarska vprašanja
Shortened title:Naše gospod.
Publisher:Ekonomsko-poslovna fakulteta, Društvo ekonomistov Maribor, Ekonomski center Maribor
ISSN:0547-3101
COBISS.SI-ID:751364 New window

Secondary language

Language:Slovenian
Title:Novi trgi Jugovzhodne Evrope: hrvaški vzajemni in bosanski investicijski skladi
Abstract:V članku analiziramo donosnost hrvaških vzajemnih in bosanskih investicijskih skladov. Med možnimi merami tveganja in donosnosti smo izračunali Sharpov koeficient, Treynorjev koeficient, Jensenovo alfo in Treynorjev informacijski koeficient. Dodatno analiziramo še časovno usklajenost s kvadratno regresijo po Treynorju in Mazuyu. Da bi poudarili perspektivnost regije, analiziramo tudi donose pomembnejših indeksov na Hrvaškem, v Bosni, Sloveniji, Srbiji, Črni Gori, Bolgariji in Makedoniji. Rezultati kažejo na izjemno rast na vseh omenjenih trgih.


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