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master's thesis
PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA
diplomski rad
Split: University of Split, Faculty of economics Split, 2016. urn:nbn:hr:124:574152
Bartulić, Hrvoje
University of Split
Faculty of economics Split

Institutional repository: REFST

Cite this document

Bartulić, H. (2016). PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:574152

Bartulić, Hrvoje. "PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2016. https://urn.nsk.hr/urn:nbn:hr:124:574152

Bartulić, Hrvoje. "PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2016. https://urn.nsk.hr/urn:nbn:hr:124:574152

Bartulić, H. (2016). 'PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 28 November 2024, https://urn.nsk.hr/urn:nbn:hr:124:574152

Bartulić H. PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2016 [cited 2024 November 28] Available at: https://urn.nsk.hr/urn:nbn:hr:124:574152

H. Bartulić, "PRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2016. Available at: https://urn.nsk.hr/urn:nbn:hr:124:574152

Metadata
TitlePRIMJENA MARKOWITZEVOG MODELA U FORMIRANJU DIONIČKOG, OBVEZNIČKOG I MJEŠOVITOG PORTFELJA : diplomski rad
AuthorHrvoje Bartulić
MentorZdravka Aljinović (mentor)
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2016-06, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Business Mathematics and Statistics
Abstract
Cilj istraživanja je bio formiranje i usporedba mješovitog portfelja s dioničkim portfeljom te usporedba dioničkog portfelja s obvezničkim portfeljom na hrvatskom tržištu kapitala koristeći se primjenom Markowitzevog modela kako bi se prihvatile ili odbacile postavljene hipoteze. U uzorak su odabrene dionice uvrštene u CROBEX10 na hrvatskom tržištu kapitala te su im dodane državne i korporativne obveznice na hrvatskom tržištu kapitala. Cilj je bio dokazati da će formirani mješoviti portfelj na hrvatskom tržištu kapitala postići bolji odnos prinosa i rizika od dioničkog i obvezničkog portfelja koristeći se Markowitzevim modelom kako bi se formirali optimalni portfelji. Također cilj je bio dokazati da dodavanje obveznica u dionički portfelj daje veći prinos uz istu razinu rizika što je dokazano provedenom analizom. Pretpostavka je bila da će dionički portfelj formiran na hrvatskom tržištu kapitala postići bolji odnos prinosa i rizika od obvezničkog portfelja na hrvatskom tržištu kapitala, no istraživanjem se utvrdilo da obveznički portfelj daje bolje rezultate pri nižim razinama rizika dok nakon određene razine rizika dionički portfelj daje bolje rezultate pa se ta hipoteza može djelomično prihvatiti.
Abstract (english)
The objective of this research is the establishment and comparison of a mixed portfolio with equities and an equity portfolio with bonds on the Croatian capital market using modern portfolio theory in order to accept or reject the proposed hypotheses. The sample used contains the official Croatian capital market listed shares (CROBEX10) and to those added are Croatian treasury and corporate bonds. The aim is to prove that forming a mixed portfolio on the Croatian capital market leads to a better rate of return and risk of equity and bond portfolios using the modern portfolio theory in order to form the optimal portfolio. Another aim is proving that adding bonds to an equity portfolio creates a higher yield with the same level of risk. The assumption was made that an equity portfolio formed on the Croatian capital market achieves a better rate of return and risk with bond portfolios The research also confirmed that bond portfolios give better results with lower level of risk while equity portfolios with a certain level of risk create a higher yield, so the hypothesis can be partially accepted.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:574152
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 on2016-09-14 07:25:32