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CVaR in Measuring Sector's Risk on the Croatian Stock Exchange Cover

CVaR in Measuring Sector's Risk on the Croatian Stock Exchange

Business Systems Research Journal
Volume 9 (2018): Issue 2 (July 2018)
By: Zdravka Aljinović and  Andrea Trgo  
Open Access
|Jul 2018

Authors

Zdravka Aljinović

zdravka.aljinovic@efst.hr

Faculty of Economics, University of Split,, Split, Croatia

Andrea Trgo

andreatrgo@gmail.com

Faculty of Economics, University of Split,, Split, Croatia
DOI: https://doi.org/10.2478/bsrj-2018-0015 | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344
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Language: English
Page range: 8 - 17
Submitted on: Jan 31, 2018
|
Accepted on: Apr 21, 2018
|
Published on: Jul 28, 2018
Published by: IRENET - Society for Advancing Innovation and Research in Economy
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Conditional Value-at-Risk (CVaR),
Croatian stock market,
sector’s risk
Related subjects:
Business and economics,
Business management,
Management, organization, corporate governance,
Business management, other,
Mathematics and statistics for economists,
Mathematics

© 2018 Zdravka Aljinović, Andrea Trgo, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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