Performance appraisal of Croatian mandatory pension funds

The goal of this paper is to determine whether managers of Croatian mandatory pension funds have displayed investment skill on a risk-adjusted basis during the 2005-2014 period. We have calculated various risk-adjusted investment performance measures and have then used a number of statistical too...

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Bibliographic Details
Main Authors: Pierre Matek, Marko Lukač, Vedrana Repač
Format: Article
Language:English
Published: Effectus University College for Finance and Law 2016-03-01
Series:FIP: Journal of Finance and Law
Subjects:
Online Access:http://effectus-uciliste.hr/images/fip_v4i1/1_Performance_appraisal.pdf