Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Boško Šego"'
Autor:
Tihana Škrinjarić, Boško Šego
Publikováno v:
Croatian Operational Research Review, Vol 7, Iss 2, Pp 201-215 (2016)
It has been known for quite some time now that financial markets exhibit changes in regimes over time. A majority of the literature tends to support that financial markets undergo regimes of bull and bear markets. This characteristic should be modele
Externí odkaz:
https://doaj.org/article/fbdf7f6650284edf8d26f1d807213b60
Autor:
Tihana Škrinjarić, Boško Šego
Publikováno v:
Croatian Operational Research Review, Vol 5, Iss 1, Pp 25-33 (2014)
This paper evaluates the size and duration of temporary and permanent stock price innovations on Croatian capital market in the structural VAR (vector autoregression) framework with Blanchard and Quah (1989) decomposition. The purpose is to identify
Externí odkaz:
https://doaj.org/article/6afa95607d9e4c55b9387ecda2d0c5da
Autor:
Tihana Škrinjarić, Boško Šego
Publikováno v:
International Journal of Financial Studies, Vol 7, Iss 1, p 1 (2018)
Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market factors, re
Externí odkaz:
https://doaj.org/article/42ce7ad8021145f38dd1c1f35b2a7887
Autor:
Boško Šego, Margareta Gardijan Kedžo
Publikováno v:
Computational Management Science. 18:477-504
The selection of an appropriate portfolio hedging strategy is a concern for both investment theory and practice. Options are believed to be flexible and useful hedging instruments, but they are also complicated to manage and costly to implement in a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da841818142980564e8f590d1a839488
https://doi.org/10.1007/s10287-021-00401-z
https://doi.org/10.1007/s10287-021-00401-z
Autor:
Tihana Škrinjarić, Boško Šego
Publikováno v:
China Finance Review International. 10:447-472
Purpose The purpose of this paper is to empirically evaluate risk spillovers between selected CESEE (Central, Eastern and South-Eastern Europe) stock markets in order to evaluate the possibilities of an international diversification of a portfolio. D
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a31d45f692e6a814a90e68346d2f2dc
https://doi.org/10.1108/cfri-07-2019-0124
https://doi.org/10.1108/cfri-07-2019-0124
Autor:
Boško Šego, Tihana Škrinjarić
This chapter deals with possibilities of using fuzzy logic in the process of selecting stocks for the portfolio. Often investors observe specific cognitive uncertainty problems within the portfolio selection. This is where fuzzy logic can help with t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5eff53099747b7a7afae7d5edf8f01ab
https://doi.org/10.4018/978-1-7998-5077-9.ch010
https://doi.org/10.4018/978-1-7998-5077-9.ch010
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 2
Journal of Risk and Financial Management, Vol 14, Iss 89, p 89 (2021)
Volume 14
Issue 2
Journal of Risk and Financial Management, Vol 14, Iss 89, p 89 (2021)
This paper explores mood anomalies, specifically the seasonal affective disorder (SAD) effect on the Zagreb Stock Exchange (ZSE). SAD is defined as a syndrome of depressive episodes in human behavior due to the changing of the season. Thus, the motiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7c55c15f7b9b592adb9ef80eabc43cb
https://hdl.handle.net/10419/239505
https://hdl.handle.net/10419/239505
Autor:
Boško Šego, Tihana Škrinjarić
Financial ratios are used in a variety of ways today. Empirical research is getting bigger, with a special focus on predicting business failure, the strength of a company, investment decision making, etc. This chapter focuses on two methodologies sui
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8506514dff5493cd85ccaa01a4f491ed
https://doi.org/10.4018/978-1-7998-3053-5.ch007
https://doi.org/10.4018/978-1-7998-3053-5.ch007
Autor:
Tihana Škrinjarić, Boško Šego
Publikováno v:
Business Systems Research, Vol 7, Iss 2, Pp 78-90 (2016)
Business Systems Research : International journal of the Society for Advancing Innovation and Research in Economy
Volume 7
Issue 2
Business Systems Research : International journal of the Society for Advancing Innovation and Research in Economy
Volume 7
Issue 2
Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c1763b293f2fd8fde81e4a598b950fa
https://doaj.org/article/72708a383d78434d8a739377eeb05838
https://doaj.org/article/72708a383d78434d8a739377eeb05838
Autor:
Boško Šego, Tihana Škrinjarić
Publikováno v:
International Journal of Financial Studies
Volume 7
Issue 1
International Journal of Financial Studies, Vol 7, Iss 1, p 1 (2018)
Volume 7
Issue 1
International Journal of Financial Studies, Vol 7, Iss 1, p 1 (2018)
Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market factors, re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::072bfe30396ef7ff763caf6e83e383a9