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undergraduate thesis
Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala
Split: University of Split, Faculty of economics Split, 2017. urn:nbn:hr:124:519687
Dupor, Dario
University of Split
Faculty of economics Split

Institutional repository: REFST

Cite this document

Dupor, D. (2017). Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala (Undergraduate thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:519687

Dupor, Dario. "Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala." Undergraduate thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:519687

Dupor, Dario. "Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala." Undergraduate thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:519687

Dupor, D. (2017). 'Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala', Undergraduate thesis, University of Split, Faculty of economics Split, accessed 01 December 2024, https://urn.nsk.hr/urn:nbn:hr:124:519687

Dupor D. Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala [Undergraduate thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 December 01] Available at: https://urn.nsk.hr/urn:nbn:hr:124:519687

D. Dupor, "Primjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala", Undergraduate thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:519687

Metadata
TitlePrimjena Markowitzevog modela u formiranju efikasne granice na hrvatskom tržištu kapitala
AuthorDario Dupor
MentorZdravka Aljinović (mentor)
MBZ: 202153
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2017-09, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Efikasan portfelj su one kombinacije dionica uz koje se uz zadani rizik maksimizira prinos ili uz zadani prinos minimizira razina rizika, a portfelj je neefikasan ako je moguće postići viši prinos uz istu razinu rizika ili smanjiti razinu rizika uz istu razinu prinosa. Skup efikasnih portfelja naziva se efikasna granica. Cilj ovog rada je prikaz rezultata efikasne granice na odabrane dionice uvrštene u sektorske indekse kroz duže vremensko razdoblje pri čemu je pomoću korelacijske matrice provedena analiza povezanosti kretanja cijene dionica.
Abstract (english)
Efficient portfolios are combinations of stocks that maximize the yield by minimizing the risk level and the portfolio is ineffective if is possible to achieve higher yields at the same level of risk or reduce the level of risk at the same level of yield. A set of efficient portfolios is called an efficient boundary. The aim of this paper is to show the results of the effective boundary on the selected shares included in the sectoral indices for a longer period of time, by using a correlation matrix analysis of the correlation of the price movements of the bonds.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:519687
Study programmeTitle: Small Enterprise Management
Study programme type: professional
Study level: undergraduate
Academic / professional title: stručni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije (stručni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
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Created on2017-11-09 12:48:14