Effects of applying different risk measures on the optimal portfolio selection : the case of the Belgrade Stock Exchange
Year of publication: |
2020
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Authors: | Stanković, Jelena Z. ; Petrović, Evica ; Denčić-Mihajlov, Ksenija |
Published in: |
Facta Universitatis / University of Niš : the scientific journal. - Niš : [Verlag nicht ermittelbar], ISSN 2406-050X, ZDB-ID 2273816-2. - Vol. 17.2020, 1, p. 17-26
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Subject: | portfolio optimization | alternative risk measures | Belgrade Stock Exchange | Portfolio-Management | Portfolio selection | Börse | Bourse | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory |
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