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  • Croatian and Slovenian mutual funds and Bosnian investments funds
    Jagrič, Timotej ...
    The paper provides a stock-market-performance analysis for three emerging European stock markets: Croatia, Slovenia, and Bosnia and Herzegovina. Using monthly observations we perform a detailed study ... of the performance of Croatian and Slovenian mutual funds and Bosnian investment funds. The risk-return measures of the funds are assessed using the Sharpe ratio, Treynor ratio, information ration, Jensen's alpha, and an appraisal ratio. Furthermore, we analyze the timing ability of the funds. Descriptive statistics for the returns are given and different statistic tests are calculated in order to test ordinary-least-squares assumptions in the data. The results are also estimated by applying the bootstrap method.
    Vir: Finance a úvěr. - ISSN 0015-1920 (Ročnik 57, čislo 3-4, 2007, str. 159-177)
    Vrsta gradiva - članek, sestavni del
    Leto - 2007
    Jezik - angleški
    COBISS.SI-ID - 9165084

vir: Finance a úvěr. - ISSN 0015-1920 (Ročnik 57, čislo 3-4, 2007, str. 159-177)

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