Portfolio Analysis Based On The Example Of Zagreb Stock Exchange
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References listed on IDEAS
- Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
- Frida Lie & Robert Brooks & Robert Faff, 2000. "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 301-311, September.
- Lie, Frida & Brooks, Robert & Faff, Robert, 2000. "Modelling the Equity Beta Risk of Australian Financial Sector Companies," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 301-311, September.
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- Dolinar, Denis & Orsag, Silvije & Suman, Paola, 2015. "Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(2), pages 185-196.
- Emira Kozarevic & Mirela Hodzic, 2016. "Influence Of Financing By Factoring On Company’S Liquidity In Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 14(2), pages 18-32, November.
- Ivanovic, Sasa & Baresa, Suzana & Sinisa, Bogdan, 2011. "Factoring: Alternative Model Of Financing," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 2(2), pages 189-206.
- Karanovic, Goran & Baresa, Suzana & Bogdan, Sinisa, 2010. "Techniques For Managing Projects Risk In Capital Budgeting Process," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 1(2), pages 55-66.
- Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017. "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 126-135, April.
- Katarzyna Kubiszewska & Marcin Potrykus, 2020. "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1047-1067.
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More about this item
Keywords
portfolio; diversification; systemic risk; beta; regression analysis;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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