Towards the estimation of an efficient benchmark portfolio : the case of Croatian emerging market
Denis Dolinar, Davor Zoričić, Antonija Kožul
| Year of publication: |
April 2017
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| Authors: | Dolinar, Denis ; Zoričić, Davor ; Kožul, Antonija |
| Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 20.2017, special conference issue, p. 13-23
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| Subject: | efficient benchmark | cap-weighted indices | risk-return trade-off | undeveloped and illiquid markets | Portfolio-Management | Portfolio selection | Benchmarking | Effizienzmarkthypothese | Efficient market hypothesis | Kroatien | Croatia | Schätzung | Estimation | Schwellenländer | Emerging economies | Effizienz | Efficiency | Theorie | Theory | Aktienmarkt | Stock market | CAPM | Data-Envelopment-Analyse | Data envelopment analysis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/zireb-2017-0002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775082