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Romanian Investment Funds Risk-Adjusted Performance Evaluation

Author

Listed:
  • 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)

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.

Suggested Citation

  • Filip Angela-Maria & Pochea Maria Miruna, 2012. "Romanian Investment Funds Risk-Adjusted Performance Evaluation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1131-1135, Decembre.
    • Handle: RePEc:ovi:oviste:v:xii:y:2012:i:2:p:1131-1135
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    More about this item

    Keywords

    mutual funds; risk-adjusted performance; performance evaluation;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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