prikaz prve stranice dokumenta Portfolio Optimization
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undergraduate thesis
Portfolio Optimization
Zagreb: University of Zagreb, Faculty of Economics and Business, 2016. urn:nbn:hr:148:404912
Gugić, Ante
University of Zagreb
Faculty of Economics and Business
Department of Mathematics

Institutional repository: REPEFZG

Cite this document

Gugić, A. (2016). Portfolio Optimization (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:404912

Gugić, Ante. "Portfolio Optimization." Undergraduate thesis, University of Zagreb, Faculty of Economics and Business, 2016. https://urn.nsk.hr/urn:nbn:hr:148:404912

Gugić, Ante. "Portfolio Optimization." Undergraduate thesis, University of Zagreb, Faculty of Economics and Business, 2016. https://urn.nsk.hr/urn:nbn:hr:148:404912

Gugić, A. (2016). 'Portfolio Optimization', Undergraduate thesis, University of Zagreb, Faculty of Economics and Business, accessed 01 December 2024, https://urn.nsk.hr/urn:nbn:hr:148:404912

Gugić A. Portfolio Optimization [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2016 [cited 2024 December 01] Available at: https://urn.nsk.hr/urn:nbn:hr:148:404912

A. Gugić, "Portfolio Optimization", Undergraduate thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2016. Available at: https://urn.nsk.hr/urn:nbn:hr:148:404912

Metadata
TitlePortfolio Optimization
AuthorAnte Gugić
MentorZrinka Lukač (mentor)
GranterUniversity of Zagreb
Faculty of Economics and Business
(Department of Mathematics)
Zagreb
Defense date and country2016-09-30, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Business Mathematics and Statistics
Abstract
In this paper we will present the very essence of portfolio optimization accompanied with other key factors in the derivatives market. In a day to day fund and asset management, portfolio optimization tends to be one of the main tools for the manager and/or natural person. The deduction and prudent diversification of assets in a portfolio separates winners from losers in the capital market. First of all, stock investing must be considered as a form of savings. In the portfolio optimization example considered in this thesis I will not take into consideration any leverage. Short selling is NOT ALLOWED. First I will explain the mechanics of the futures market and the hedging strategies adjacent to it, then I will proceed to the section regarding portfolio optimization containing subsections regarding efficient portfolios, risk and return, security market line, optimization constraints and finally, the portfolio optimization example. Also, the appendix of this paper contains the excel spreadsheet with a portfolio optimization example comprised out of 10 stocks.
Keywords
Languageenglish
URN:NBNurn:nbn:hr:148:404912
Study programmeTitle: Business Economics in English
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 conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Public noteKljučne riječi dodijelio knjižničar. Keywords assigend by librarian.
Created on2016-10-14 08:47:06