Romanian Investment Funds Risk-Adjusted Performance Evaluation

Filip Angela-Maria () and Pochea Maria Miruna ()
Additional contact information
Filip Angela-Maria: “Babeº-Bolyai” University of Cluj-Napoca Faculty of Economics and Business Administration
Pochea Maria Miruna: “Babeº-Bolyai” University of Cluj-Napoca Faculty of Economics and Business Administration

Ovidius University Annals, Economic Sciences Series, 2012, vol. XII, issue 2, 1131-1135

Abstract: maintain an increasing trend despite of the dramatically consequences that the current financial crisis had on our weakened capital market.. Mutual funds’ managers have resorted to fundamental adjustments of portfolios’ structures considering the investors’ decreased risk tolerance. The negative evolution of the stock market and the investors’ reduced risk tolerance proved to be simulative factors for the proliferation of money market and bond funds. The purpose of this paper is to analyze recent evolutions of Romanian mutual funds industry and to assess their risk-adjusted performance.

Keywords: mutual funds; risk-adjusted performance; performance evaluation (search for similar items in EconPapers)
JEL-codes: G12 G20 G23 (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://stec.univ-ovidius.ro/html/anale/ENG/cuprins%20rezumate/volum2012p2v2.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ovi:oviste:v:xii:y:2012:i:2:p:1131-1135

Access Statistics for this article

Ovidius University Annals, Economic Sciences Series is currently edited by Spatariu Cerasela

More articles in Ovidius University Annals, Economic Sciences Series from Ovidius University of Constantza, Faculty of Economic Sciences Contact information at EDIRC.
Bibliographic data for series maintained by Gheorghiu Gabriela ().