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- W2061806765 abstract "Purpose – The purpose of this paper is to evaluate and compare performances of three Nordic (Sweden, Denmark, Finland) and three Baltic (Lithuania, Latvia, Estonia) exchanges.Design/methodology/approach – Portfolio performance is estimated using two different approaches: traditional measures – Sharpe, Sortino and Treynor ratios; and alternative measures – reward to value‐at‐risk and reward to expected tail loss (RETL).Findings – The findings highlight the differences and similarities in Nordic and Baltic stock exchanges and their performance trends after creation of common marketplace OMX. Returns of Baltic, like Nordic, exchanges are normally distributed. During the period of 2000‐2006, Baltic exchanges outperformed Nordic exchanges.Research limitations/implications – The research is limited to six stock exchanges that are members of common marketplace OMX. Proposed alternative performance measures did not diverge from traditional approaches, because, apparently, Baltic exchanges offer normally distribut..." @default.
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- W2061806765 date "2007-05-22" @default.
- W2061806765 modified "2023-09-24" @default.
- W2061806765 title "Evaluating performance of Nordic and Baltic stock exchanges" @default.
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- W2061806765 doi "https://doi.org/10.1108/17465260710750964" @default.
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