HEURISTIC APPROACH FOR DETERMINING EFFICIENT FRONTIER PORTFOLIOS WITH MORE THAN TWO ASSETS, THE CASE OF ZSE

The goal of this paper is to exhibit computation of minimal variance portfolio and efficient portfolio frontier when there are more than two assets, by using matrix algebra applied on chosen stocks listed on Zagreb Stock Exchange. The research shows that, because of low correlation of underlying ass...

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Veröffentlicht in:	Ikonomicheska misŭl 2016-02, p.99-132
1. Verfasser:	Silkworm, Tonchi
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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