Zobrazeno 1 - 10
of 118
pro vyhledávání: '"Aljinović, Zdravka"'
Publikováno v:
Business Systems Research, Vol 13, Iss 3, Pp 8-22 (2022)
Background: In making investment decisions, asset risk and return are two crucial criteria on which investors base their decision.
Externí odkaz:
https://doaj.org/article/11f4582d62c8420499d8019dd008d4d9
Publikováno v:
In North American Journal of Economics and Finance November 2018 46:49-69
Autor:
Aljinović Zdravka, Trgo Andrea
Publikováno v:
Business Systems Research, Vol 9, Iss 2, Pp 8-17 (2018)
Background: In this paper the well-known risk measurement method Conditional Value-at-Risk (CVaR) is applied to the Croatian stock market to estimate the risk for 8 sectors in Croatia. The method and an appropriate backtesting are applied to the samp
Externí odkaz:
https://doaj.org/article/8d7f559c75944763b75b076eb2351221
Publikováno v:
Business Systems Research, Vol 5, Iss 3, Pp 67-81 (2014)
Background: Liquidity is, in practice of portfolio investment, an important attribute of stocks and measuring illiquidity presents a real challenge for researchers, primarily on developed stock markets. Moreover, there is a lack of research dealing w
Externí odkaz:
https://doaj.org/article/86dae3e135ac48dd84c6946f7301ec6c
Publikováno v:
Panoeconomicus, Vol 57, Iss 3, Pp 283-302 (2010)
This article assesses country-risk of sixteen Central, Baltic and South-East European transition countries, for 2005 and 2007, using multivariate cluster analysis. It was aided by the appropriate ANOVA (analysis of variance) testing and the multicrit
Externí odkaz:
https://doaj.org/article/7f9d358d52cb41b48b8fef565aea0dd6
Akademický článek
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Autor:
Bilka, Matúš, Aljinović, Zdravka
The performance and diversification benefits of the cryptocurrencies during the economic downturn are yet to be explored. Previous evidence suggests that cryptocurrencies are effective portfolio diversifiers in normal times. This paper assesses risk-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::41d713a1dbfe452fb7be209bc9752a57
https://www.bib.irb.hr/1147708
https://www.bib.irb.hr/1147708
The main issue of the paper is to examine risk of cryptocurrencies in the period of more intensive trading, from the beginning of 2017 up to mid- spring 2021, thus encompassing the Covid-19 crisis period. The three risk measures are employed: standar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::f9d0cf756eafbb6564bd7d3172d1e918
https://www.bib.irb.hr/1147695
https://www.bib.irb.hr/1147695
Akademický článek
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Autor:
Arnerić, Josip, Aljinović, Zdravka
The Post-Crisis Spillover Responses of Croatian Stock Market to American and European Stock Markets Indices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::6ec21eb60ca1562543090af798eb2f54
https://www.bib.irb.hr/1141529
https://www.bib.irb.hr/1141529