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master's thesis
DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA
Diplomski rad
Split: University of Split, Faculty of economics Split, 2021. urn:nbn:hr:124:703697
Marušić, Nora
University of Split
Faculty of economics Split

Cite this document

Marušić, N. (2021). DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:703697

Marušić, Nora. "DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:703697

Marušić, Nora. "DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:703697

Marušić, N. (2021). 'DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 20 April 2024, https://urn.nsk.hr/urn:nbn:hr:124:703697

Marušić N. DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2021 [cited 2024 April 20] Available at: https://urn.nsk.hr/urn:nbn:hr:124:703697

N. Marušić, "DOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:124:703697

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Metadata
TitleDOPRINOS KRIPTO VALUTA OPTIMIZACIJI PORTFELJA : Diplomski rad
AuthorNora Marušić
MentorZdravka Aljinović (mentor)
MBZ: 202153
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2021-08, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Cilj ovog rada je prikazati i usporediti optimizaciju portfelja na hrvatskom tržištu kapitala prije i nakon uključivanja kripto valuta. Odnosno, utvrditi doprinose li one pozitivno nositelju portfelja. Optimizacija je rađena korištenjem Markowitzevog modela optimizacije. Glavna ideja njegovog modela je pronaći optimalan portfelj za zadanu stopu prinosa, a koji nosi minimalan rizik (može i obratno). Istraživanje je pokazalo kako kripto valute doprinose pozitivno portfelju dionica te poboljšavaju omjer prinosa i rizika u njemu.
Abstract (english)
The aim of this paper is to present and compare portfolio optimization in the Croatian capital market before and after the inclusion of cryptocurrencies. In fact, to determine whether they contribute positively to the portfolio holder. The optimization was done using Markowitz's optimization model. The main idea of his model is to find the optimal portfolio for a given rate of return, which carries minimal risk (and vice versa). Research has shown that cryptocurrencies contribute positively to the stock portfolio and improve the ratio of returns and risks in it.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:703697
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
RepositoryREFST
Created on2021-10-18 11:46:43