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undergraduate thesis
POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE
2023. urn:nbn:hr:124:892267
Jarčević, Robert
University of Split
Faculty of economics Split

Cite this document

Jarčević, R. (2023). POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE (Undergraduate thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:892267

Jarčević, Robert. "POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE." Undergraduate thesis, University of Split, Faculty of economics Split, 2023. https://urn.nsk.hr/urn:nbn:hr:124:892267

Jarčević, Robert. "POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE." Undergraduate thesis, University of Split, Faculty of economics Split, 2023. https://urn.nsk.hr/urn:nbn:hr:124:892267

Jarčević, R. (2023). 'POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE', Undergraduate thesis, University of Split, Faculty of economics Split, accessed 04 May 2024, https://urn.nsk.hr/urn:nbn:hr:124:892267

Jarčević R. POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE [Undergraduate thesis]. Split: University of Split, Faculty of economics Split; 2023 [cited 2024 May 04] Available at: https://urn.nsk.hr/urn:nbn:hr:124:892267

R. Jarčević, "POTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE", Undergraduate thesis, University of Split, Faculty of economics Split, Split, 2023. Available at: https://urn.nsk.hr/urn:nbn:hr:124:892267

Metadata
TitlePOTENCIJALI DIVERZIFIKACIJE RIZIKA ULAGANJEM U ETF-OVE
AuthorRobert Jarčević
MentorAna Kundid Novokmet (mentor)
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2023, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Abstract
Harry Markowitz prvi je oblikovao matematički model za stvaranje portfelja koji ima cilj diverzificirati nesistemski rizik vrijednosnih papira te postići maksimalni prinos pri određenoj razini rizika ili minimalni rizik pri određenom prinosu. Taj model nazvao je suvremenom teorijom portfelja. Ključno je identificirati optimalne kombinacije rizičnih vrijednosnih papira, uz poseban naglasak na njihovu međusobnu korelaciju. Kombinacije tih vrijednosnica čine efikasnu granicu rizičnih imovina. Zatim se ta granica kombinira s bezrizičnim sredstvima kako bi se stvorio portfelj s najboljim omjerom rizika i prinosa, te takav portfelj nosi naziv optimalan. U svrhu stvaranja diverzificiranog portfelja koji se što više približava optimalnom, investitori često koriste ETF-ove (Exchange-Traded Funds). To su fondovi koji prate performanse različitih indeksa i kombiniraju razne vrijednosne papire. Početkom 1990-ih godina ETF-ovi su uvedeni na tržište te su od tada postali iznimno popularni, nalazeći svoje mjesto u portfeljima investitora. S rastom popularnosti ETF-ova pojavljuje se sve više raznovrsnih vrsta ovih fondova, koje prate kretanje gotovo svih vrsta financijskih instrumenata. Uz pomoć ETF-ova i uzimajući u obzir potencijal za diverzifikaciju, stvaraju se tri različita tipa portfelja koji investitorima omogućuju sigurnija ulaganja uz smanjenu volatilnost. Svaki od ovih portfelja pažljivo se analizira kako bi se sagledale prednosti i nedostaci svakog pristupa pojedinačno
Abstract (english)
Harry Markowitz was the first to develop a mathematical model for creating portfolios with the aim of diversifying non-systemic risks of securities and achieving maximum returns at a certain level of risk, or minimum risk at a certain return. He named this model the Modern Portfolio Theory. It is crucial to identify optimal combinations of risky securities, with a special emphasis on their intercorrelation. Combinations of these securities form the efficient frontier of risky assets. This frontier is then combined with risk-free assets to create a portfolio with the best risk-return ratio, and such a portfolio is referred to as optimal. To create a diversified portfolio that closely approaches the optimal one, investors often use ExchangeTraded Funds (ETFs). These funds track the performance of various indices and combine different securities. ETFs were introduced to the market in the early 1990s and have since become extremely 41 popular, finding their place in investor portfolios. With the growing popularity of ETFs, a wide variety of these funds have emerged, tracking the movement of almost all types of financial instruments. Using ETFs and considering the potential for diversification, three different types of portfolios are created, allowing investors to make safer investments with reduced volatility. Each of these portfolios is carefully analyzed to assess the advantages and disadvantages of each approach individually.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:892267
Study programmeTitle: Business Studies
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 conditionsOpen access
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Created on2023-09-14 14:38:31