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master's thesis
Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala
2017. urn:nbn:hr:192:682955
Franjić, Antonija
University of Rijeka
Faculty of Economics and Business

Cite this document

Franjić, A. (2017). Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala (Master's thesis). Rijeka: University of Rijeka, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:192:682955

Franjić, Antonija. "Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala." Master's thesis, University of Rijeka, Faculty of Economics and Business, 2017. https://urn.nsk.hr/urn:nbn:hr:192:682955

Franjić, Antonija. "Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala." Master's thesis, University of Rijeka, Faculty of Economics and Business, 2017. https://urn.nsk.hr/urn:nbn:hr:192:682955

Franjić, A. (2017). 'Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala', Master's thesis, University of Rijeka, Faculty of Economics and Business, accessed 06 May 2024, https://urn.nsk.hr/urn:nbn:hr:192:682955

Franjić A. Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala [Master's thesis]. Rijeka: University of Rijeka, Faculty of Economics and Business; 2017 [cited 2024 May 06] Available at: https://urn.nsk.hr/urn:nbn:hr:192:682955

A. Franjić, "Markowitzew model optimizacije portfelja na hrvatskom tržištu kapitala", Master's thesis, University of Rijeka, Faculty of Economics and Business, Rijeka, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:192:682955

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Metadata
TitleMarkowitzew model optimizacije portfelja na hrvatskom tržištu kapitala
Title (english)Markowitz' model of portfolio optimization on the croatian capital market
AuthorAntonija Franjić
MentorZdenko Prohaska (mentor)
Committee memberZdenko Prohaska (predsjednik povjerenstva)
Committee memberBojana Olgić Draženović (član povjerenstva)
Committee memberDario Maradin (član povjerenstva)
GranterUniversity of Rijeka
Faculty of Economics and Business
Rijeka
Defense date and country2017-07-03, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Abstract
Ovim diplomskim radom nastoji se prikazati Markowitzev model optimizacije portfelja na hrvatskom tržištu kapitala. U radu je ukratko opisan pojam tržišta kapitala, te dionice i obveznice kao njegovi glavni instrumenti. Dan je povijesni pregled poslovanja Zagrebačke burze, kao centralnog mjesta na kojemu se susreću ponuda i potražnja za vrijednosnicama u Republici Hrvatskoj. Prikazane su osnovne teorijske postavke Markowitzevog modela, kao i najizraženije manjkavosti koje se vežu uz njegovu primjenu. Analiza je provedena na dionicama i obveznicama, za koje su prikupljeni podaci u razdoblju od 01.siječnja 2009. godine do 30.travnja 2017.godine. Temeljem prikupljenih podataka izvršena je optimizacija dioničkog, obvezničkog i mješovitog portfelja.
Abstract (english)
This graduate thesis aims to present Markowitz's portfolio optimization model on the Croatian capital market. The paper briefly describes the concept of the capital market, as well as stocks and bonds as its main instruments. There has been given a historical review of the Zagreb Stock Exchange's business, as the central place where the supply and demand for securities in the Republic of Croatia are met. The basic theoretical assumptions of Markowitz's model are presented, as well as the most significant deficiencies that bind to its application. The analysis was carried out on stocks and bonds, for which data were collected in the period between January 1, 2009 and April 30, 2017. Based on the collected data, the optimization of the stock, bond and mixed portfolio was carried out.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:192:682955
Study programmeTitle: Business Economics; specializations in: Finance and Banking, Entrepreneurship, Management, Finance and Accounting, Marketing, International Business, IT Business
Course: Finance and Banking
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 on2017-10-13 15:41:29