<?xml version="1.0"?>
<metadata xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:dc="http://purl.org/dc/elements/1.1/"><dc:title>Does liquidity risk explain the excess returns of the minimum volatility investing strategy?</dc:title><dc:creator>Obradović,	Goran	(Avtor)
	</dc:creator><dc:creator>Lončarski,	Igor	(Mentor)
	</dc:creator><dc:subject>capital market</dc:subject><dc:subject>investments</dc:subject><dc:subject>risk management</dc:subject><dc:subject>portfolio</dc:subject><dc:subject>evaluation</dc:subject><dc:subject>liquidity</dc:subject><dc:subject>yield</dc:subject><dc:subject>data</dc:subject><dc:subject>analysis</dc:subject><dc:subject/><dc:publisher>[G. Obradović]</dc:publisher><dc:date>2016</dc:date><dc:date>2016-07-06 03:03:14</dc:date><dc:type>Magistrsko delo/naloga</dc:type><dc:identifier>84023</dc:identifier><dc:identifier>UDK: 336.76</dc:identifier><dc:identifier>COBISS_ID: 23081190</dc:identifier><dc:language>sl</dc:language></metadata>
