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master's thesis
UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA
Diplomski rad
2021. urn:nbn:hr:124:242504
Plazibat, Katarina
University of Split
Faculty of economics Split

Cite this document

Plazibat, K. (2021). UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:242504

Plazibat, Katarina. "UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:242504

Plazibat, Katarina. "UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:242504

Plazibat, K. (2021). 'UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 05 April 2025, https://urn.nsk.hr/urn:nbn:hr:124:242504

Plazibat K. UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2021 [cited 2025 April 05] Available at: https://urn.nsk.hr/urn:nbn:hr:124:242504

K. Plazibat, "UTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:124:242504

Metadata
TitleUTJECAJ KRIPTOVALUTA NA PERFORMANSE INVESTICIJSKOG PORTFELJA : Diplomski rad
AuthorKatarina Plazibat
MentorBranka Marasović (mentor)
MBZ: 274372
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2021-09, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Prilikom donošenja bilo kojih financijskih odluka vrlo je bitno da budemo upoznati sa svim opcijama koje nam se nude na tržištu. Kriptovalute su još relativno novi financijski instrument s kojim se susrećemo na tržištu, a njihov razvoj je vezan s razvojem novih informacijskih tehnologija. Specifičnost kriptovaluta je to što imaju veći otpor na gospodarske šokove što zapravo predstavlja jedan od glavnih razloga zašto ih ulagači žele uključiti u svoj portfelj. Glavni cilj ovog rada je bio... More istražiti hoće li uključivanje kriptovaluta povećati prinos portfelja, istražili smo jesu li kriptovalute zaista nisko korelirane, te kako će uključivanje kriptovaluta utjecati na efikasnu granicu odnosno hoće li efikasna granica kriptovaluta biti iznad ili ispod efikasne granice sastavljene od portfelja dionica s pojedinih tržišta. Na temelju izračuna tjednih očekivanih prinosa, efikasnih portfelja dionica, te efikasnog portfelja kriptovaluta, matrica korelacije i izrađenih efikasnih granica utvrdili smo da su kriptovalute nisko korelirane u odnosu na dionice međusobno, uključivanje kriptovaluta u portfelj je poboljšalo njegove performanse, te da se efikasna granica kriptovaluta djelomično nalazi iznad efikasnih granica sastavljenih od portfelja dionica s pojedinih tržišta. Less
Abstract (english)
When making any financial decisions, it is very important that we are aware of all options offered to us on the market. Cryptos are still relatively new financial instruments that we meet on the market, and their development is related to the development of new information technologies. The specificity of the cryptocurrency is that they have greater resistance to economic shocks, which is in fact one of the main reasons why investors want to include them in their portfolio. The main... More objective of this paper was to investigate whether the inclusion of cryptocurrency will increase the yield of portfolios, we will check whether cryptocurrencies are really low correlatedand, how the inclusion of cryptocurrencies will affect the efficient frontier or whether the efficient frontier of cryptocurrencies will be above or below the efficient frontier composed of a portfolio of stocks from individual markets. Based on the calculation of weekly expected yields, efficient stock portfolios and efficient cyrptocurrency portfolio, correlation matrix and established efficient frontier, we have determined that cryptocurrencies are low-collated in relation to each other's shares, the inclusion of cryptocurrency in the portfolio has improved its performance, and that the efficient frontier is partly above the efficient frontier composed of stock portfolios from individual stock markets. Less
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:242504
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 conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2021-10-22 12:44:29
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