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undergraduate thesis
Testiranje VaR modela na portfolio dionica S&P500 indeksa
Rijeka: University of Rijeka, Faculty of Economics and Business, 2020. urn:nbn:hr:192:065891
Gjekaj, Albert
University of Rijeka
Faculty of Economics and Business

Institutional repository: Repository of the University of Rijeka, Faculty of Economics and Business

Cite this document

Gjekaj, A. (2020). Testiranje VaR modela na portfolio dionica S&P500 indeksa (Undergraduate thesis). Rijeka: University of Rijeka, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:192:065891

Gjekaj, Albert. "Testiranje VaR modela na portfolio dionica S&P500 indeksa." Undergraduate thesis, University of Rijeka, Faculty of Economics and Business, 2020. https://urn.nsk.hr/urn:nbn:hr:192:065891

Gjekaj, Albert. "Testiranje VaR modela na portfolio dionica S&P500 indeksa." Undergraduate thesis, University of Rijeka, Faculty of Economics and Business, 2020. https://urn.nsk.hr/urn:nbn:hr:192:065891

Gjekaj, A. (2020). 'Testiranje VaR modela na portfolio dionica S&P500 indeksa', Undergraduate thesis, University of Rijeka, Faculty of Economics and Business, accessed 22 December 2024, https://urn.nsk.hr/urn:nbn:hr:192:065891

Gjekaj A. Testiranje VaR modela na portfolio dionica S&P500 indeksa [Undergraduate thesis]. Rijeka: University of Rijeka, Faculty of Economics and Business; 2020 [cited 2024 December 22] Available at: https://urn.nsk.hr/urn:nbn:hr:192:065891

A. Gjekaj, "Testiranje VaR modela na portfolio dionica S&P500 indeksa", Undergraduate thesis, University of Rijeka, Faculty of Economics and Business, Rijeka, 2020. Available at: https://urn.nsk.hr/urn:nbn:hr:192:065891

Metadata
TitleTestiranje VaR modela na portfolio dionica S&P500 indeksa
Title (english)Testing VaR models on a S&P500 Index portfolio
AuthorAlbert Gjekaj
MentorSaša Žiković (mentor)
GranterUniversity of Rijeka
Faculty of Economics and Business
Rijeka
Defense date and country2020-09-23, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Abstract
Brojne krize i nepravilnosti u gospodarskom i financijskom sustavu dovele su do toga da se upravljanje rizicima svede na regulatorne okvire. Razvoj Value at Risk metode započinje krajem 80-ih, ali svoj puni potencijal postiže prvenstveno zaslugama RiskMatricsa investicijske banke J.P.Morgan. Value at Risk je doživio brojna moderna poboljšanja, ali osnovna podjela je ostala ista: parametarski, neparametarski i simulacijski pristup. U radu će biti predstavljen imaginarni portoflio koji će biti analiziran Value at Risk metodom. Kako smo svjedoci COVID-19 krize koje je iznenadila cijeli svijet, poseban se naglasak stavlja na tehnikama upravljanja rizika u velikim financijskim institucijama, a sve sa ciljem sprječavanja pada kompletnog financijskog sustava.
Keywords
Languagecroatian
URN:NBNurn:nbn:hr:192:065891
Study programmeTitle: Business economics; specializations in: Finance and Accounting, Entrepreneurship, Management, Finance and Banking, Marketing, International Business, IT Business
Course: International Business
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije)
Type of resourceText
File originBorn digital
Access conditionsClosed access
Terms of useLicence In copyright icon
Created on2021-02-18 12:43:58