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A comparison of basic and extended Markowitz model on Croatian capital market

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Publication:2966422
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zbMATH Open1357.91044MaRDI QIDQ2966422FDOQ2966422


Authors: Bruna Škarica, Zrinka Lukač Edit this on Wikidata


Publication date: 7 March 2017





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zbMATH Keywords

portfolio optimizationtransaction costsMarkowitz modelexpected return and risk


Mathematics Subject Classification ID

Portfolio theory (91G10)







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