Faculty of Economics and Business, Maribor (EPF)
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  • Risk-adjusted performance of mutual funds : some tests
    Jagrič, Timotej ...
    The development of a stock market depends to a great extent on the development of institutional investors. The paper studies the mutual fund industry and applies various tests to evaluate the ... performance capacity of mutual funds. First, we briefly explain the data, and then we introduce the performance measures used to evaluate funds. Finally, we calculate the performance measures of mutual funds and rank them according to the results. We find the rankings obtained by performing both the Sharpe and Treynor rules to be almost the same, implying that funds are well diversified. The rankings reveal that all analyzed funds outperformed the market on a risk-adjusted basis.
    Source: South-Eastern Europe Journal of Economics : the official journal of the association od South-Eastern Europe economic universities. - ISSN 1109-8597 (Letn. 5, no. 2, 2007, str. [233]-244)
    Type of material - article, component part
    Publish date - 2007
    Language - english
    COBISS.SI-ID - 9381916

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