Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets

Aim of this paper is to characterize different risk measures in portfolio construction on seven Central and South-East European stock markets; Slovenia, Croatia, Hungary, Poland, Chez Republic, Bulgaria and Romania. Selected countries are members of EU, except Croatia and Turkey which have candidate...

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Veröffentlicht in:	American journal of operations research 2011-12, Vol.1 (4), p.236-242
1. Verfasser:	Vidovic, Jelena
Format:	Artikel
Sprache:	eng
Schlagworte:	Construction Extreme values Kurtosis Markets Raw materials Risk Skewness Turkey
Online-Zugang:	Volltext
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