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Funds Investment Strategies On Capital Markets From Eastern Europe

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  • REGEP HORATIU DAN

    (FACULTY OF ECONOMICS AND BUSINESS ADMINISTRATION, WEST UNIVERSITY OF TIMISOARA, ROMANIA)

Abstract

The purpose of this paper is the understanding of how to establish investment strategies of investment funds depending on the area, sector of investment, and time horizon, and the management involvement in investment decisions making. There have been considered funds from Trustnet, investing in Eastern Europe. For each investment fund, the sector and also a set of indicators to measure performance and risks have been analyzed: dynamics, beta, alpha, Sharpe ratio, info ratio and R-Squared.

Suggested Citation

  • Regep Horatiu Dan, 2015. "Funds Investment Strategies On Capital Markets From Eastern Europe," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 205-210, April.
    • Handle: RePEc:cbu:jrnlec:y:2015:v:2:p:205-210
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    References listed on IDEAS

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    1. René M. Stulz, 2007. "Hedge Funds: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 175-194, Spring.
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