undergraduate thesis
PRINOSI I RIZICI DIONICA NA TRŽIŠTU KAPITALA REPUBLIKE HRVATSKE

Niko Šupe (2016)
University of Split
Faculty of economics Split
Metadata
TitlePRINOSI I RIZICI DIONICA NA TRŽIŠTU KAPITALA REPUBLIKE HRVATSKE : završni rad
AuthorNiko Šupe
Mentor(s)Branka Marasović (thesis advisor)
Abstract
Problem ovog završnog rada bili su vrijednosni papiri s tržišta kapitala Republike Hrvatske. Cilj ovog završnog rada je bio analizirati pet odabranih dionica s tržišta kapitala Republike Hrvatske primjenom matematičkih i statističkih metoda iz područja financijske matematike. Nadalje, korištenjem podataka dobivenim analizom dionica, cilj je bio i sastaviti skupinu portfelje s optimalnim odnosom stopa prinosa i razina rizika. U radu je također opisana i analizirana Markowitzeva Moderna teorija portfelja. Također, predstavljen je pojam tržišta kapitala te je opisano i analizirano tržište kapitala u Republici Hrvatskoj. Doprinos ovog rada predstavlja prikaz praktične primjene Moderne teorije portfelja na dionice s tržišta kapitala Republike Hrvatske te analiza tih dionica korištenjem najnovijih podataka.
KeywordsModern portfolio theory stocks capital market of Republic of Croatia
GranterUniversity of Split
Faculty of economics Split
PlaceSplit
StateCroatia
Scientific field, discipline, subdisciplineSOCIAL SCIENCES
Economics
Economics of Entrepreneurship
Study programme typeuniversity
Study levelundergraduate
Study programmeBusiness Studies
Academic title abbreviationuniv. bacc.oec.
Genreundergraduate thesis
Language Croatian
Defense date2016-08
Parallel abstract (English)
The problem of this minor thesis were the securities from the capital market of Republic of Croatia. The purpose of this minor thesis was to analyze five chosen stocks from the capital market of Republic of Croatia by using mathematical and statistical methods from the financial mathemathics domain. Furthermore, by using the data obtained from the stock analysis, the purpose was to compose a group of portfolios with optimal ratio of rates of retuns and levels of risk. In the paper, Markowitz’s Modern portfolio theory was also described and analyzed. Also, the term capital market was introduced while describing and analyzing the capital market of Republic of Croatia. The contribution of this minor thesis represents the display of practical use of Modern portfolio theory on the stocks from capital market of Republic of Croatia and also the analysis of those stocks using the latest information.
Parallel keywords (Croatian)Moderna teorije portfelja dionice tržište kapitala Republike Hrvatske
Resource typetext
Access conditionOpen access
Terms of usehttp://rightsstatements.org/vocab/InC/1.0/
URN:NBNhttps://urn.nsk.hr/urn:nbn:hr:124:638441
CommitterIvana Gizdić