Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market
Zoričić, D.; Dolinar, D.; Golubić, Z.L. Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market. J. Risk Financial Manag. 2020, 13, 302. https://doi.org/10.3390/jrfm13120302
Zoričić D, Dolinar D, Golubić ZL. Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market. Journal of Risk and Financial Management. 2020; 13(12):302. https://doi.org/10.3390/jrfm13120302
Chicago/Turabian StyleZoričić, Davor, Denis Dolinar, and Zrinka Lovretin Golubić. 2020. "Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market" Journal of Risk and Financial Management 13, no. 12: 302. https://doi.org/10.3390/jrfm13120302