Application of Luenberger Shortage Function on the Zagreb Stock Exchange: Analysis of Efficient Market Portfolios

DOI10.17535/CRORR.2018.0014zbMath1458.91191OpenAlexW2904403017WikidataQ128744405 ScholiaQ128744405MaRDI QIDQ5145055

Denis Dolinar, Davor Zoričić, Tihana Škrinjarić

Publication date: 19 January 2021

Published in: Croatian Operational Research Review (Search for Journal in Brave)

Full work available at URL: https://hrcak.srce.hr/ojs/index.php/crorr/article/view/6808

zbMATH Keywords

efficient frontier shortage function Croatian stock market efficient market portfolio

Mathematics Subject Classification ID

Portfolio theory (91G10)

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