comparing covariance matrix estimation, factor-based replication and cointegration approach to index tracking
Blaž Žličar (Author), Alessandro Beber (Mentor), Igor Masten (Co-mentor)

Abstract

Passive investment strategies

Keywords

trg kapitala;investicije;strategija;portfolio;indeksi;tveganje;donos;ocene;metode;analiza;capital market;investments;strategy;indexes;risk;yield;evaluation;methods;analysis;

Data

Language: English
Year of publishing:
Source: Ljubljana
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [B. Žličar]
UDC: 336.76
COBISS: 19861478 Link will open in a new window
Views: 764
Downloads: 209
Average score: 0 (0 votes)
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Other data

Secondary language: Unknown
Secondary title: Pasivne naložbene strategije : primerjava kovariančno-matričnega fajktorskega,in kointegracijskega pristopa k sledenju borznih indeksov
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. of Amsterdam, Faculty of Economics ; Univ. v Ljubljani, Ekonomska fakulteta
Pages: 68 str.
ID: 1453445
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