THE PERFORMANCE OF ROMANIAN FINANCIAL INVESTMENT COMPANIES DURING THE FINANCIAL CRISIS
THE PERFORMANCE OF ROMANIAN FINANCIAL INVESTMENT COMPANIES DURING THE FINANCIAL CRISIS
Author(s): Daniel Manaţe, Fărcaş PavelSubject(s): Economy
Published by: Editura Universităţii Vasile Goldiş
Keywords: CAPM; performance ratios; Sharpe; Treynor; Alfa-Jensen
Summary/Abstract: The paper presents an analysis of the main performance ratios of Financial Investment Companies (SIF1, SIF2, SIF3, SIF4 and SIF5) listed and traded at BVB. The variations of performance ratios were valued and analysed over a five years period (from 2006 to 2010) following the way in which the results of SIF-s were influenced by the Romanian financial crisis.
Journal: Studia Universitatis Vasile Goldiş, Arad - Seria Ştiinţe Economice
- Issue Year: 21/2011
- Issue No: 1
- Page Range: 348-358
- Page Count: 11
- Language: Romanian