Does liquidity risk explain the excess returns of the minimum volatility investing strategy? : master's thesis

Obradović, Goran (author), Lončarski, Igor (mentor)

• Language: English
• Keywords: capital market, investments, risk management, portfolio, evaluation, liquidity, yield, data, analysis
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [G. Obradović]
• Year: 2016
• Number of pages: V, 53, 24 str.
• PID: 20.500.12556/RUL-84023
• UDC: 336.76
• COBISS.SI-ID: 23081190
• Publication date in RUL: 08.07.2016

Secondary language

• Language: Slovenian
• Title: Ali likvidnostno tveganje pojasnjuje presežne donosnosti investicijske strategije izbora naložb na podlagi najmanjše volatilnosti?
• Keywords: trg kapitala, investicije, obvladovanje tveganj, portfolio, ocene, likvidnost, donos, podatki, analiza