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2020, vol. 15, br. 2, str. 295-318
Ocena performansi portfolija investicionih fondova u Republici Srbiji
aUniverzitet u Kragujevcu, Fakultet za hotelijerstvo i turizam, Vrnjačka Banja
bUniverzitet u Kragujevcu, Ekonomski fakultet

e-adresam.lekovic@kg.ac.rs
Ključne reči: investicioni fondovi; portfolio; selekciona sposobnost; sposobnost tajminga tržišta
Sažetak
U radu se ocenjuju performanse otvorenih investicionih fondova u Republici Srbiji ostvarene u periodu 2011-2015. godine, primenom raznovrsnih pristupa modeliranju zasnovanih na različitim modelima. Cilj rada je da se teorijsko-metodološki i empirijski sagleda opravdanost aktivnog upravljanja portfoliom investicionih fondova i ispita prisustvo selekcione sposobnosti i sposobnosti tajminga tržišta srpskih portfolio menadžera. Rezultati istraživanja pokazuju da aktivnim upravljanjem portfoliom investicionih fondova u Republici Srbiji nisu ostvarene bolje performanse od prosečnih tržišnih performansi. Portfolio menadžerima većine srpskih investicionih fondova nedostaju sposobnost izbora profitabilnih hartija od vrednosti i sposobnost tajminga tržišta.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/sjm15-21145
primljen: 29.03.2019.
prihvaćen: 03.03.2020.
objavljen u SCIndeksu: 13.11.2020.
metod recenzije: dvostruko anoniman
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