MARKOWITZ' MODEL WITH FUNDAMENTAL AND TECHNICAL ANALYSIS – COMPLEMENTARY METHODS OR NOT
As it is well known there are few “starting points” in portfolio optimization process, i.e. in the stock selection process. Famous Markowitz’ optimization model is unavoidable in this job. On the other side, someone may say that the indicators of the fundamental analysis must be the starting point....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2011-02-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142184 |