Showing 1 - 10 of 1,191
Persistent link: https://www.econbiz.de/10001365535
Persistent link: https://www.econbiz.de/10012322246
Persistent link: https://www.econbiz.de/10012030574
Persistent link: https://www.econbiz.de/10000851888
Persistent link: https://www.econbiz.de/10009273356
Persistent link: https://www.econbiz.de/10012807242
Persistent link: https://www.econbiz.de/10012406153
Persistent link: https://www.econbiz.de/10012616899
Persistent link: https://www.econbiz.de/10010239589
This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk management. Since original model has many flaws, one of them including the assumption of constant parameters in the model, extending the model with the assumption of changing...
Persistent link: https://www.econbiz.de/10012012610