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master's thesis
ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA
Diplomski rad
2017. urn:nbn:hr:124:855964
Zubović, Emili
University of Split
Faculty of economics Split

Cite this document

Zubović, E. (2017). ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:855964

Zubović, Emili. "ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:855964

Zubović, Emili. "ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:855964

Zubović, E. (2017). 'ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 04 May 2024, https://urn.nsk.hr/urn:nbn:hr:124:855964

Zubović E. ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 May 04] Available at: https://urn.nsk.hr/urn:nbn:hr:124:855964

E. Zubović, "ODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:855964

Metadata
TitleODABIR OPTIMALNOG PORTFELJA KOMBINIRANOM PRIMJENOM FUNDAMENTALNE I TEHNIĈKE ANALIZE, TE MATEMATIĈKIH MODELA : Diplomski rad
AuthorEmili Zubović
MentorZdravka Aljinović (mentor)
MBZ: 202153
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2017-08, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Kombiniranom primjenom fundamentalne i tehniĉke analize, te matematiĉkih modela omogućuje se dobivanje šire slike o poslovanju i vrijednosti promatranih poduzeća, a tako i izbor ''kvalitetnog'' uzorka dionica, formiranje optimalnog portfelja koji će uz odreĊeni stupanj rizika maksimalizirati profit, te procjena najpovoljnijeg trenutka za rebalans portfelja. Fundamentalnom analizom moguće je otkriti podcijenjenu i/ili precijenjenu dionicu, Markowitzevim mean – variance (M-V) modelom optimizacije portfelja moguće je izraĉunati optimalni udio dionica u portfelju kako bi se uz minimalni rizik ostvario odreĊeni prinos, odnosno kako bi se uz rizik koji je investitor spreman prihvatiti ostvario maksimalni prinos, dok je tehniĉkom analizom moguće procijeniti povoljni trenutak za prodaju ili kupnju dionice.
Abstract (english)
It is possible to get a wider picture of company's business performance and its value by combining fundamental and technical analysis along with mathematical models, as well as to choose a ''high – quality'' stock mixture, to select an optimal portfolio which maximizes profit for a given level of risk, and to predict the right moment for the rebalance of portfolio. While the undervalued or/and overrated stocks can be recognized by using fundamental analysis, the optimal share of each stock in portfolio can be calculated by using Markowitz mean – variance (M-V) model. Markowitz mean – variance (M-V) model can maximize the profit for a given, acceptable level of risk or it can minimize the level of risk for a given, expected profit. The right moment to invest in a stock or to sell it can be predicted by using technical analysis.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:855964
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 on2017-08-30 12:58:52