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MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS

Tihana Škrinjarić   ORCID icon orcid.org/0000-0002-9310-6853 ; Faculty of Economics and Business, University of Zagreb, Zagreb, Croatia

Puni tekst: engleski, pdf (335 KB) str. 176-186 preuzimanja: 3.627* citiraj
APA 6th Edition
Škrinjarić, T. (2013). MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS. Croatian Operational Research Review, 4 (1), 176-186. Preuzeto s https://hrcak.srce.hr/97396
MLA 8th Edition
Škrinjarić, Tihana. "MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS." Croatian Operational Research Review, vol. 4, br. 1, 2013, str. 176-186. https://hrcak.srce.hr/97396. Citirano 27.06.2019.
Chicago 17th Edition
Škrinjarić, Tihana. "MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS." Croatian Operational Research Review 4, br. 1 (2013): 176-186. https://hrcak.srce.hr/97396
Harvard
Škrinjarić, T. (2013). 'MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS', Croatian Operational Research Review, 4(1), str. 176-186. Preuzeto s: https://hrcak.srce.hr/97396 (Datum pristupa: 27.06.2019.)
Vancouver
Škrinjarić T. MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS. Croatian Operational Research Review [Internet]. 2013 [pristupljeno 27.06.2019.];4(1):176-186. Dostupno na: https://hrcak.srce.hr/97396
IEEE
T. Škrinjarić, "MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS", Croatian Operational Research Review, vol.4, br. 1, str. 176-186, 2013. [Online]. Dostupno na: https://hrcak.srce.hr/97396. [Citirano: 27.06.2019.]

Sažetak
Performance of mutual funds industry has been in spotlight ever since it started to develop in previous century all over the world. Different measures have been designed in order to evaluate those performances. Market timing ability is one of them. This paper attempts to find evidence of market timing ability of Croatian funds, estimating Treynor-Mazuy and Henriksson-Merton model over the sample of ten mutual funds. The results, expectedly, have indicated a lack of market timing abilities of selected funds.

Ključne riječi
Fund performance; Croatian funds; Market timing; Stock market

Hrčak ID: 97396

URI
https://hrcak.srce.hr/97396

Posjeta: 4.031 *