Home Volumul 1 THE PERFORMANCE OF ROMANIAN FINANCIAL INVESTMENT COMPANIES DURING THE FINANCIAL CRISIS

THE PERFORMANCE OF ROMANIAN FINANCIAL INVESTMENT COMPANIES DURING THE FINANCIAL CRISIS


Pavel Fărcaş*, Daniel Manaţe**
*Univesitatea de Vest “Vasile Goldiş” ARAD, E-mail : This e-mail address is being protected from spambots. You need JavaScript enabled to view it
**Universitatea “Aurel Vlaicu”, ARAD, This e-mail address is being protected from spambots. You need JavaScript enabled to view it
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.
Keywords: CAPM, performance ratios, Sharpe, Treynor, Alfa-Jensen

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