Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Zrinka Lovretin Golubić"'
Publikováno v:
Ekonomski Vjesnik, Vol 37, Iss 1, Pp 1-9 (2024)
Purpose: This paper explores the mean-variance inefficiency of cap-weighted indices based on the CECE index as a benchmark. Methodology: For the period from March 2014 to September 2021, several proxies of efficient portfolios were estimated: the Glo
Externí odkaz:
https://doaj.org/article/68b7dc6bde654ab7831177ef7d462c6e
PurposeThis paper aims to analyze the effects of investors’ sentiment, return and risk series on one to another of selected exchange rates. The empirical analysis consists of a time-varying inter-dependence between the observed variables, with the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f51505be042bf8d01f0e1317dc2fe03
https://www.bib.irb.hr/1083480
https://www.bib.irb.hr/1083480
Instead of traditionally looking at investing in different types of asset classes in order to exploit diversification effects, investors are turning to the underlying performance drivers built-in in many asset classes – factors. The intuition is th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e37d8c85d9a6a1123296a18e038c100
https://doi.org/10.4018/978-1-7998-5083-0.ch015
https://doi.org/10.4018/978-1-7998-5083-0.ch015
Publikováno v:
Journal of Risk and Financial Management, Vol 13, Iss 302, p 302 (2020)
Journal of Risk and Financial Management
Volume 13
Issue 12
Journal of Risk and Financial Management
Volume 13
Issue 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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::adf8e867179c2d714af6b5ffac25788b
https://doi.org/10.3390/jrfm13120302
https://doi.org/10.3390/jrfm13120302
Publikováno v:
Zagreb International Review of Economics & Business
Volume 21
Issue SCI
Zagreb International Review of Economics and Business, Vol 21, Iss s1, Pp 43-53 (2018)
Volume 21
Issue SCI
Zagreb International Review of Economics and Business, Vol 21, Iss s1, Pp 43-53 (2018)
The work of Arnott et al. (2005) presented an interesting fact that the fundamentally- weighted indices generally outperform the market capitalization-weighted counterparts in the US stock market. Research results supported the view that cap-weighted
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1b9a1b34da01d7630c4b5cec1b66479
https://doi.org/10.2478/zireb-2018-0023
https://doi.org/10.2478/zireb-2018-0023
Publikováno v:
Croatian Review of Economic, Business and Social Statistics
Volume 5
Issue 1
Volume 5
Issue 1
The main focus in the field of portfolio management has been on the out-of-sample estimation of covariance matrix mainly due to the fact that estimation of expected return is much more challenging. However, recent research efforts have not only tried
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e9ef9ccd846e09be53955091eae2853
https://www.bib.irb.hr/1000719
https://www.bib.irb.hr/1000719