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master's thesis
ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA
Diplomski rad
2017. urn:nbn:hr:124:683024
Džaja, Frane
University of Split
Faculty of economics Split

Cite this document

Džaja, F. (2017). ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:683024

Džaja, Frane. "ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:683024

Džaja, Frane. "ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:683024

Džaja, F. (2017). 'ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 27 November 2024, https://urn.nsk.hr/urn:nbn:hr:124:683024

Džaja F. ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 November 27] Available at: https://urn.nsk.hr/urn:nbn:hr:124:683024

F. Džaja, "ANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:683024

Metadata
TitleANALIZA UTJECAJA BREXITA NA BRITANSKO TRŽIŠTE KAPITALA PRIMJENOM MODERNE TEORIJE PORTFELJA : Diplomski rad
AuthorFrane Džaja
MentorBranka Marasović (mentor)
MBZ: 274372
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2017-04, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Cilj provedenog istraživanja je bilo formiranje i usporedba dioničkih portfelja formiranih na britanskom tržištu kapitala u razdoblju prije i nakon nastupanja Brexita koristeći se modernom teorijom portfelja za dobivanje željenih rezultata. Korišteno je deset istih dionica uvrštenih u indeks FTSE 100 te je na temelju analize formiranih portfelja napravljena usporedba istih. Cilj je bio dokazati da je prinos dioničkog portfelja formiranog prije Brexita veći od identičnog dioničkog portfelja formiranog nakon odluke o Brexitu. Također cilj analize je bilo i utvrđivanje razine rizika u oba formirana portfelja na temelju beta koeficjenta i VaR-a kako bi se dokazalo da protfelj formiran za razdoblje nakon Brexita nosi veći rizik za investitora. Što je provedenom analizom odbačeno. U radu je također analiziran i dokazan negativan utjecaj koji je napuštanje Europske Unije od strane Velike Britanije imalo na ostatak Europe i Svijeta.
Abstract (english)
The aim of the study was the establishment and comparison of equity portfolio formed on the British capital market in the period before and after the Brexita decision using modern portfolio theory to obtain the desired results. Same ten stocks have been used, all partof FTSE 100indeksandbased on the analysis of the established portfolio comparison of the same has been made. The goal was to prove that the yield of the portfolio formed before Brexita is better thanthe identical portfolio formed after the Brexit decision. The resourch target was also to determinate the level of risk in both portfolios. Risk was to be determinated using beta and VaR to prove that the portfolioformed for the period after Brexit carries higher risk for the investor. What was rejected after analysis. This paper analysed and proved negative impact that United Kingdom leaving the European Union had on the rest of Europe and the World itself.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:683024
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 on2017-05-24 13:56:01