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master's thesis
TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA
Diplomski rad
Split: University of Split, Faculty of economics Split, 2017. urn:nbn:hr:124:659748
Sakić, Antonela
University of Split
Faculty of economics Split

Institutional repository: REFST

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Sakić, A. (2017). TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:659748

Sakić, Antonela. "TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:659748

Sakić, Antonela. "TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:659748

Sakić, A. (2017). 'TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 01 December 2024, https://urn.nsk.hr/urn:nbn:hr:124:659748

Sakić A. TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 December 01] Available at: https://urn.nsk.hr/urn:nbn:hr:124:659748

A. Sakić, "TESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:659748

Metadata
TitleTESTIRANJE CAPM MODELA – ANALIZA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad
AuthorAntonela Sakić
MentorZdravka Aljinović (mentor)
MBZ: 202153
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2017-12, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Temelj istraživanja ovog rada prvi je postavljeni model koji je na tržištu istražio vezu između rizika i prinosa vrijednosnica kojima se na istom tržištu i trguje. Nastavak na isti je CAPM model koji ujedno čini i predmet ovog istraživanja. Odnosno, fokus rada je stavljen na teoretski prikaz temeljnih postavki oba modela, njihovog razvoja i važnosti za modernu teoriju portfelja kritike i slabosti kod primjene oba modela u praksi, ali i primjenjivost novijeg modela na hrvatskom tržištu kapitala. Na odabranom uzorku dionica kojima se trguje na hrvatskom tržištu kapitala, točnije na Zagrebačkoj burzi regresijskom je i korelacijskom analizom utvrđena veza između kretanja vrijednosti dionica i primjenjivosti CAPM modela. Svi rezultati ostvareni su korištenjem nekoliko znanstvenih metoda: induktivnom metodom, deduktivnom metodom, komparativnom te metodom dokazivanja, te statističkom i matematičkim metodama.
Abstract (english)
The basis of this paper is the first model to investigate the relationship between risk and return on securities traded on the financial market. Continuing to the CAPM model, which also makes the subject of this research. Indeed, the focus of the paper is placed on the theoretical view of the fundamental set of both models, their development and their relevance for the modern theory, of criticality and weaknesses in the application of both models in practice, as well as the applicability of a newer model on the Croatian capital market. On the selected sample of shares traded on the Croatian capital market, more precisely on the Zagreb Stock Exchange, using regression and correlation analysis author established the relationship between the movement of the value of shares and the applicability of the CAPM model. All results were obtained using several scientific methods: inductive method, deductive method, comparative and demonstration method, and statistical and mathematical methods.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:659748
Study programmeTitle: Business Studies
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2018-03-15 14:31:59