A comparison of basic and extended Markowitz model on Croatian capital market (Q2966422)
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scientific article; zbMATH DE number 6692431
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| English | A comparison of basic and extended Markowitz model on Croatian capital market |
scientific article; zbMATH DE number 6692431 |
Statements
7 March 2017
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portfolio optimization
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Markowitz model
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expected return and risk
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transaction costs
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0.7756583094596863
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0.7714166641235352
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0.7568971514701843
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0.7555075883865356
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