Details about Davor Zoričić

Access statistics for papers by Davor Zoričić.

Last updated 2020-12-07. Update your information in the RePEc Author Service.

Short-id: pzo57

Journal Articles

2020

1. Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market
   JRFM, 2020, 13, (12), 1-12

2019

2. Application of semi-deviation as a proxy for the expected return estimation in the Croatian equity market
   Croatian Review of Economic, Business and Social Statistics, 2019, 5, (1), 9-20

2018

3. Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market
   Zagreb International Review of Economics and Business, 2018, 21, (SCI), 43-53

2017

4. EFFICIENCY OF CROBEX AND CROBEX10 STOCK MARKET INDICES
   UTMS Journal of Economics, 2017, 8, (3), 271-280
5. Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market
   Zagreb International Review of Economics and Business, 2017, 20, (SCI), 13-23 View citations (1)

2013

6. NELSON-SIEGEL YIELD CURVE MODEL ESTIMATION AND THE YIELD CURVE TRADING IN THE CROATIAN FINANCIAL MARKET
   UTMS Journal of Economics, 2013, 4, (2), 113-125 View citations (2)
7. PARAMETRIC YIELD CURVE MODELING IN AN ILLIQUID AND UNDEVELOPED FINANCIAL MARKET
   UTMS Journal of Economics, 2013, 4, (3), 243-252 View citations (4)