Similar Search Results

Minimum mean variance portfolio of Croatian stocks

Broz, Tanja; Ridzak, Tomislav - In: 65th Anniversary Conference of the Institute of …, (pp. 699-707). 2005

Persistent link: https://www.econbiz.de/10003177435

The performance of minimum variance portfolios in the Croatian tourism sector

Baresa, Suzana; Bogdan, Sinisa; Ivanovic, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 63-72

Croatian economy is largely dependent on tourism, the direct contribution of travel and tourism to GDP is 10.7%, while total contribution amounts 24.7%, tourism has great impact on employment also. Since tourism is one of the most important sectors for Croatian economy, the aim of this research...

Persistent link: https://www.econbiz.de/10011901742

Measurement of extreme market risk : insights from a comprehensive literature review

Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24

evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a … value theory (EVT) followed closely by the filtered historical simulation (FHS) are highly accurate methodologies. In …

Persistent link: https://www.econbiz.de/10013183970