Our student has published a paper in an international peer-reviewed journal
The paper by our 2nd-year student, Victor Prosin, in co-authorship with his research advisor, Associate Professor Darko Vukovic, published a paper in Oeconomia Copernicana
The journal is indexed in several abstracting/indexing services, with Emerging Sources Citing (Web of Science) among them.
The paper "The prospective low risk hedge fund capital allocation line model: evidence from the debt market" considers several classic methods of portfolio constriction and includes the basis of debt instruments that have not been a research topic for a long period of time. At the same time, this paper analyzes the classic methods of modern portfolio theory with a Sharpe ratio as an indicator of efficiency.
The constructed portfolio consists of four elements from different countries: two government obligations and two bond indexes, aiming to employ international diversification. All the data was collected for the period of 12 years in order to represent the consequences of accrued recessions.
Citation: Vukovic, D. B., & Prosin, V. (2018). The prospective low risk hedge fund capital allocation line model: evidence from the debt market. Oeconomia Copernicana, 9(3), 419– 439. doi: 10.24136/oc.2018.021
We congratulate Victor and wish him new research achievements.