Performance analysis of fundamentally-weighted indices in the Croatian capital market
Sažetak The work of Arnott et al.(2005) presented an interesting fact that the fundamentally-
weighted indices generally outperform the market capitalisation-weighted counterparts in …
weighted indices generally outperform the market capitalisation-weighted counterparts in …
Stabilnost procjene beta koeficijenta i povezanost s prinosom dionica iz sastava CROBEX10 indeksa
D Bubalo - 2021 - repozitorij.unizg.hr
Sažetak Glavna svrha istraživačkog rada je analizirati međuovisnost prinosa i rizika
mjerenog beta koeficijentom te povezanost prinosa, sistematskog rizika i volatilnosti dionice …
mjerenog beta koeficijentom te povezanost prinosa, sistematskog rizika i volatilnosti dionice …
Application of Luenberger Shortage Function on the Zagreb Stock Exchange: Analysis of Efficient Market Portfolios
D Dolinar, T Škrinjarić, D Zorišić - Croatian Operational …, 2018 - search.proquest.com
In order to apply the CAPM in practice, the estimation of the market portfolio presents one of
the biggest challenges. Even more so after the research in early 1990s pointed out the mean …
the biggest challenges. Even more so after the research in early 1990s pointed out the mean …