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Performance Evaluation of Equity Mutual Funds in Countries with Emerging Economies: Evidence from BRIC, CEE, SEA and MENA Regions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00084774" target="_blank" >RIV/00216224:14560/15:00084774 - isvavai.cz</a>

  • Result on the web

    <a href="http://www.sciencedirect.com/science/article/pii/S2212567115013155" target="_blank" >http://www.sciencedirect.com/science/article/pii/S2212567115013155</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/S2212-5671(15)01315-5" target="_blank" >10.1016/S2212-5671(15)01315-5</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Performance Evaluation of Equity Mutual Funds in Countries with Emerging Economies: Evidence from BRIC, CEE, SEA and MENA Regions

  • Original language description

    The fundamental principle of classical portfolio theory states that mature capital markets are nearly efficient thus offering no extra returns and low possibilities for international portfolio diversification. Thus it is not a surprise that in the recent20 years mutual funds from emerging economies with their high growth rates, frequent abnormal returns and less than perfect positive correlation with developed economies have been attracting an increasing volume of international investment flows. In this context evaluation of emerging markets funds performance has become a frequent topic of discussion and research by modern portfolio theory and theory of capital markets equilibrium.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Procedia Economics and Finance. 3rd Economics & Finance Conference

  • ISBN

  • ISSN

    2212-5671

  • e-ISSN

  • Number of pages

    11

  • Pages from-to

    476-486

  • Publisher name

    Elsevier

  • Place of publication

    Rome

  • Event location

    Rome, Italy

  • Event date

    Jan 1, 2015

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article