Factor-based optimization of a fundamentally-weighted portfolio in the illiquid and undeveloped stock market
Year of publication: |
2020
|
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Authors: | Zoričić, Davor ; Dolinar, Denis ; Lovretin Golubić, Zrinka |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 12/302, p. 1-12
|
Subject: | efficient portfolio estimation | factor tilting strategy | minimum variance optimization | smart beta | asset management | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Aktienmarkt | Stock market | Betafaktor | Beta risk | Kapitalanlage | Financial investment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13120302 [DOI] hdl:10419/239388 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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