master's thesis
Gašper Smolič (Author), Aleš Berk Skok (Mentor)

Abstract

Backtesting-based value investing

Keywords

trg kapitala;investicije;donosnost kapitala;portfolio;testiranje;yield;capital market;investments;return on equity;testing;donos;

Data

Language: English
Year of publishing:
Source: Ljubljana
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [G. Smolič]
UDC: 336.76
COBISS: 22592230 Link will open in a new window
Views: 909
Downloads: 211
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: Unknown
Secondary title: Testiranje zgodovinskih podatkov portfeljev izbranih podcenjenih podjetij
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. Ljubljana, Ekonomska fak.
Pages: III, 67, 15 str.
ID: 9124883
Recommended works:
, master's thesis
, comparing covariance matrix estimation, factor-based replication and cointegration approach to index tracking