master's thesis
Goran Obradović (Author), Igor Lončarski (Mentor)

Abstract

Does liquidity risk explain the excess returns of the minimum volatility investing strategy?

Keywords

capital market;investments;risk management;portfolio;evaluation;liquidity;yield;data;analysis;

Data

Language: English
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [G. Obradović]
UDC: 336.76
COBISS: 23081190 Link will open in a new window
Views: 1295
Downloads: 167
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Other data

Secondary language: Slovenian
Secondary title: Ali likvidnostno tveganje pojasnjuje presežne donosnosti investicijske strategije izbora naložb na podlagi najmanjše volatilnosti?
Secondary keywords: trg kapitala;investicije;obvladovanje tveganj;portfolio;ocene;likvidnost;donos;podatki;analiza;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Ekonomska fak.
Pages: V, 53, 24 str.
ID: 9154670