| Naslov: | Do mutual fund performance and the abilities of fund managers in Slovenia deviate from those in developed markets? |
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| Avtorji: | ID Markovič-Hribernik, Tanja (Avtor)
ID Vek, Uroš (Avtor) |
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| Datoteke: |  http://www.rebe.rau.ro/REBE%208%201.pdf
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| Jezik: | Angleški jezik |
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| Vrsta gradiva: | Delo ni kategorizirano |
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| Tipologija: | 1.01 - Izvirni znanstveni članek |
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| Organizacija: | EPF - Ekonomsko-poslovna fakulteta
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| 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. |
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| Ključne besede: | management, manager, vzajemni skladi, investicije, tveganje, meritve, matematična ekonomija, statistične metode, Slovenija |
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| Leto izida: | 2013 |
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| Št. strani: | str. 130-139 |
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| Številčenje: | Vol. 8, no. 1 |
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| PID: | 20.500.12556/DKUM-49834  |
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| UDK: | 336.763.268 |
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| COBISS.SI-ID: | 11416348 |
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| ISSN pri članku: | 1842-2497 |
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| NUK URN: | URN:SI:UM:DK:U9OYTHG6 |
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| Datum objave v DKUM: | 10.07.2015 |
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| Število ogledov: | 963 |
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| Število prenosov: | 68 |
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| Metapodatki: |    |
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| Področja: | Ostalo
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