Zoričić, Davor; Dolinar, Denis; Lovretin Golubić, Zrinka - In: Journal of risk and financial management : JRFM 13 (2020) 12/302, pp. 1-12
In this paper, the possibility of using fundamental weighting as a tool to intentionally tilt a portfolio toward specific and unobservable risk factors in the illiquid and undeveloped Croatian stock market is explored. Thus far, fundamental-weighting has been shown to be able to outperform the...