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https://scidar.kg.ac.rs/handle/123456789/16490Пун извештај метаподатака
| Поље DC-а | Вредност | Језик |
|---|---|---|
| dc.contributor.author | Jakšić, Milena M. | - |
| dc.contributor.author | Leković, Miljan | - |
| dc.contributor.author | Milanović, Marina | - |
| dc.date.accessioned | 2023-02-13T12:25:47Z | - |
| dc.date.available | 2023-02-13T12:25:47Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.citation | Jakšić, M., Leković, M., & Milanović, M. (2015). Merenje performansi otvorenih investicionih fondova - studija slučaja. Industrija, 43(1), 37-51. https://doi.org/10.5937/industrija43-6677 | en_US |
| dc.identifier.issn | 0350-0373 | en_US |
| dc.identifier.uri | https://scidar.kg.ac.rs/handle/123456789/16490 | - |
| dc.description.abstract | In this paper we evaluate the performance of eight open-end mutual funds in the Republic of Serbia for the period 2009-2012, with the aim of testing the justification of active portfolio management of mutual funds, and determining the selection capability of Serbian portfolio managers. Risk-weighted returns of mutual funds are compared with the risk-weighted return of the leading Belgrade Stock Exchange index, Belex15, whereas the following are used as performance measures: Sharpe ratio (Si), Treynor ratio (Ti), and Jensen's or Alpha index (αi). The results suggest that the portfolio of Serbian mutual funds has inferior performance compared to the market portfolio, which indicates the lack of selection capabilities of domestic portfolio managers. | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | Ekonomski institut, Beograd | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | - |
| dc.rights | info:eu-repo/semantics/openAccess | - |
| dc.source | Industrija | - |
| dc.subject | mutual funds | en_US |
| dc.subject | Sharpe ratio | en_US |
| dc.subject | Treynor ratio | en_US |
| dc.subject | Jensen's or Alpha index | en_US |
| dc.title | Measuring the performance of mutual funds: A case study | en_US |
| dc.title.alternative | Merenje performansi otvorenih investicionih fondova - studija slučaja | en_US |
| dc.type | article | en_US |
| dc.description.version | Published | en_US |
| dc.identifier.doi | 10.5937/industrija43-6677 | en_US |
| dc.type.version | PublishedVersion | en_US |
| Налази се у колекцијама: | Faculty of Economics, Kragujevac Faculty of Hotel Management and Tourism, Vrnjačka Banja | |
 | Број прегледа1802 | Број преузимања155 |
Датотеке у овој ставци:
| Датотека | Опис | Величина | Формат | |
|---|---|---|---|---|
| Measuring the performance of mutual funds – a case study.pdf | 248.76 kB | Adobe PDF |  Погледајте |
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