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Title:
Mutual fund performance in Slovenia : an analysis of mutual funds with investment policies in Europe and the energy sector
Authors:
ID
Markovič-Hribernik, Tanja
(
Author
)
ID
Vek, Uroš
(
Author
)
Files:
http://www.efsa.unsa.ba/ef/docs/SEE%20Journal/SEE_Vol6_No1.pdf#page=61
Language:
English
Work type:
Unknown
Typology:
1.01 - Original Scientific Article
Organization:
EPF - Faculty of Business and Economics
Abstract:
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.
Year of publishing:
2011
PID:
20.500.12556/DKUM-25347
UDC:
336.76
ISSN on article:
1840-118X
COBISS.SI-ID:
10674460
NUK URN:
URN:SI:UM:DK:QXBCZSZQ
Publication date in DKUM:
30.05.2012
Views:
1371
Downloads:
155
Metadata:
Categories:
Misc.
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Record is a part of a journal
Title:
South East European journal of economics and business
Publisher:
School of economics and business
ISSN:
1840-118X
COBISS.SI-ID:
512524913
Secondary language
Language:
English
Keywords:
vzajemni skladi
,
investicije
,
tveganje
,
meritve
,
matematična ekonomija
,
statistične metode
,
Slovenija
,
Evropska unija
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