Minimum mean variance portfolio of Croatian stocks
Year of publication: |
2005
|
---|---|
Authors: | Broz, Tanja ; Ridzak, Tomislav |
Published in: |
65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings. - Zagreb : Institute of Economics, ISBN 953-6030-29-2. - 2005, p. 699-707
|
Subject: | Portfolio-Management | Portfolio selection | Kroatien | Croatia | Theorie | Theory | Varianzanalyse | Analysis of variance | Aktienmarkt | Stock market |
-
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit, (2018)
-
Minimum variance portfolios in the German stock market
Bastin, Jan, (2017)
-
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca, (2021)
- More ...
-
Lending activity and credit supply in Croatia during the crisis
Broz, Tanja, (2017)
-
Determinants of banks' net interest margins in Central and Eastern Europe
Dumičić, Mirna, (2013)
-
Are some banks more lenient in the implementation of placement classification rules?
Ridzak, Tomislav, (2012)
- More ...