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master's thesis
Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R
Zagreb: University of Zagreb, Faculty of Economics and Business, 2023. urn:nbn:hr:148:065692
Štefek, Goran
University of Zagreb
Faculty of Economics and Business
Department of Finance

Institutional repository: REPEFZG

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Štefek, G. (2023). Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:065692

Štefek, Goran. "Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:065692

Štefek, Goran. "Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:065692

Štefek, G. (2023). 'Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 19 November 2024, https://urn.nsk.hr/urn:nbn:hr:148:065692

Štefek G. Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2023 [cited 2024 November 19] Available at: https://urn.nsk.hr/urn:nbn:hr:148:065692

G. Štefek, "Analiza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2023. Available at: https://urn.nsk.hr/urn:nbn:hr:148:065692

Metadata
TitleAnaliza portfelja dionica odabranih sastavnica CROBEXa upotrebom programskog jezika R
Title (english)Analysis of the share portfolio of selected components of CROBEX using the R programming language
AuthorGoran Štefek
MentorMirjana Čižmešija (mentor)
Committee memberMirjana Čižmešija (predsjednik povjerenstva)
Committee memberPetar Sorić (član povjerenstva)
Committee memberMihovil Anđelinović (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
(Department of Finance)
Zagreb
Defense date and country2023-09-26, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Cilj ovog rada je sastavljanje optimalnog portfelja s tri dionice sastavnice CROBEX indeksa u programskom jeziku R koristeći povijesne prinose u periodu između 20. srpnja 2023. godine i 31. kolovoza 2023. godine. Analiza će biti provedena po uzoru na Markowitzev standardni model. Rezultati analize ukazuju da se programskom jeziku R može sastaviti velik broj različitih kombinacija portfelja s većim očekivanim prinosom i nižim rizikom, mjerenim standardnom devijacijom, u odnosu na CROBEX indeks. Također će se ponuditi optimalni portfelji za konzervativnije investitore koji imaju veliku averziju prema riziku i za agresivnije investitore čija averzija prema riziku nije značajna.
Abstract (english)
The aim of this paper is to compile an optimal portfolio with three constituent stocks of the CROBEX index in the programming language R using historical returns in the period between July 20, 2023 and August 31, 2023. The analysis will be conducted according to Markowitz's standard model. The results of the analysis indicate that the programming language R can be used to compile a large number of different combinations of portfolios with a higher expected return and lower risk, measured by the standard deviation, compared to the CROBEX index. Optimal portfolios will also be offered for more conservative investors who have a high risk aversion and for more aggressive investors whose risk aversion is not significant.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:065692
Study programmeTitle: Business Economics
Study programme type: university
Study level: integrated undergraduate and graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence Attribution-NonCommercial-ShareAlike 3.0 Unported (CC BY-NC-SA 3.0) icon
Created on2023-09-26 17:09:01