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master's thesis
PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA
Diplomski rad
2017. urn:nbn:hr:124:856056
Listeš, Rina
University of Split
Faculty of economics Split

Cite this document

Listeš, R. (2017). PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:856056

Listeš, Rina. "PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:856056

Listeš, Rina. "PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:856056

Listeš, R. (2017). 'PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 08 November 2024, https://urn.nsk.hr/urn:nbn:hr:124:856056

Listeš R. PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 November 08] Available at: https://urn.nsk.hr/urn:nbn:hr:124:856056

R. Listeš, "PRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:856056

Metadata
TitlePRIMJENJIVOST MARKOWITZEVOG MODELA NA HRVATSKOM TRŽIŠTU KAPITALA : Diplomski rad
AuthorRina Listeš
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
Financijska trţišta predstavljaju izvor prinosa mnogim investitorima. Svi investitori ţele portfelj koji ima što veći prinos uz što niţi rizik. Najveći problem bio je kako odabrati optimalan portfelj. Modernu teoriju portfelja postavio je Harry Markowitz. Teorija se fokusira na diversifikaciju portfelja i kontrolu rizika. Za uspješnu provedbu teorije nuţna je normalna distribucija prinosa. Moderna teorija portfelja doţivjela je uspjeh analizirajući razvijena trţišta, a na slabije razvijenima nije bila toliko uĉinkovita. Hrvatsko trţište kapitala još uvijek je relativno nerazvijeno, nelikvidno i nije normalno distribuirano. Zbog navedenog upitna je primjena Markowitzevog modela na hrvatskom trţištu kapitala.
Abstract (english)
Financial markets are the source of return for many investors. All investors want a portfolio that has as much yield as possible with a lower risk. The biggest problem was to choose the optimal portfolio. Harry Markowitz set modern portfolio theory. The theory focuses on portfolio diversification and risk control. For a successful implementation of the theory, a normal yield distribution is necessary. Modern portfolio theory has been successful by analyzing developed markets, and on the less developed ones has not been so efficient. The Croatian capital market is still relatively underdeveloped, illiquid and not normally distributed. Because of this, the application of Markowitz's model on the Croatian capital market is questionable.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:856056
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 on2017-09-18 08:42:27