ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE – CAN INVESTORS PROFIT FROM IT?
This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk management. Since original model has many flaws, one of them including the assumption of constant parameters in the model, extending the model with the assumption of changing parame...
| 第一著者: | |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Faculty of Economics, University of Tuzla
2018-11-01
|
| シリーズ: | Economic Review |
| 主題: | |
| オンライン･アクセス: | http://er.ef.untz.ba/index.php/er/article/view/84 |