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undergraduate thesis
Primjena MPT modela na hrvatskom tržištu kapitala
2016. urn:nbn:hr:137:758597
Vukelić, Adam
University of Pula
Faculty of economics and tourism "Dr. Mijo Mirković"

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Vukelić, A. (2016). Primjena MPT modela na hrvatskom tržištu kapitala (Undergraduate thesis). Pula: University of Pula. Retrieved from https://urn.nsk.hr/urn:nbn:hr:137:758597

Vukelić, Adam. "Primjena MPT modela na hrvatskom tržištu kapitala." Undergraduate thesis, University of Pula, 2016. https://urn.nsk.hr/urn:nbn:hr:137:758597

Vukelić, Adam. "Primjena MPT modela na hrvatskom tržištu kapitala." Undergraduate thesis, University of Pula, 2016. https://urn.nsk.hr/urn:nbn:hr:137:758597

Vukelić, A. (2016). 'Primjena MPT modela na hrvatskom tržištu kapitala', Undergraduate thesis, University of Pula, accessed 02 April 2025, https://urn.nsk.hr/urn:nbn:hr:137:758597

Vukelić A. Primjena MPT modela na hrvatskom tržištu kapitala [Undergraduate thesis]. Pula: University of Pula; 2016 [cited 2025 April 02] Available at: https://urn.nsk.hr/urn:nbn:hr:137:758597

A. Vukelić, "Primjena MPT modela na hrvatskom tržištu kapitala", Undergraduate thesis, University of Pula, Pula, 2016. Available at: https://urn.nsk.hr/urn:nbn:hr:137:758597

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Metadata
TitlePrimjena MPT modela na hrvatskom tržištu kapitala
Title (english)MPT model usability on Croatian Capital Market
AuthorAdam Vukelić
MentorDean Učkar (mentor)
Committee memberManuel Benazić (predsjednik povjerenstva)
Committee memberDean Učkar (član povjerenstva)
Committee memberDaniel Tomić (član povjerenstva)
GranterUniversity of Pula
(Faculty of economics and tourism "Dr. Mijo Mirković")
Pula
Defense date and country2016-11-09, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Markowitz je 1952. godine razvio model prema kojem je bilo moguće uravnotežiti prinos i rizik u određenoj kombinaciji vrijednosnica te je za taj rad dobio Nobelovu nagradu. Opisao je važnost diverzifikacije u portfelju kako bi se umanjio rizik svake pojedine vrijednosnice. Racionalni investitori žele postići viši prinos uz preuzimanje manjeg rizika pa tako ulažu u različite imovine različitih grana industrije i na taj način diverzificiraju. Kod ulaganja u dionice investitori trebaju pratiti... More kretanje stope prinosa na dionicu kako bi mogli kvalitetnije procijeniti dionicu ili portfelj u koji žele uložiti. Ulaganje u portfelj (skup vrijednosnica) je puno sigurnije od ulaganja u samo jednu vrijednosnicu. Investitorov cilj je pronalazak optimalnog portfelja koji je smješten na efikasnoj granici u točci gdje se ostvaruje najveći mogući prihod uz preuzimanje određene razine rizika. Empirijskim istraživanjem dokazano je da se Markowitzev model može uspješno primjeniti na hrvatskom tržištu kapitala, te da sve dionice iz odabranog uzorka ostvaruju pozitivne stope povrata iako određene dionice pri zadanim stopama rizika ne ostvaruju udjel u portfelju. Less
Abstract (english)
In 1952 Markowitz has developed a model that made it possible to balance incomes and risks in a particular combination of securities and for that work he received the Nobel prize. He described the importance of diversification in the portfolio in order to minimize risks of any particular securities. Rational investors are looking to achieve a higher return while taking less risks and so they invest in different assets of various industries and thats how they are using diversification.... More While investing in stocks, investors need to monitor the movement of the rate of return on the stock in order to make a better assessment of stocks or a portfolio in which they want to invest. Investing in a portfolio (a collection of securities) is much safer than investing in a single security. Investors are trending to find the optimal portfolio which is located on the efficient frontier in a place where it achieves maximum income while assuming a certain level of risk. Empirical research has shown that the Markowitz model can be successfully applied on the Croatian capital market and that all the shares of the selected sample achieved positive rates of return, although some stocks with the certain rate of risk do not accomplish a share in the portfolio. Less
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:137:758597
Study programmeTitle: Business Economics; specializations in: Finance, Accounting and Auditing, Marketing Management, Management and Entrepreneurship, Tourism, Business Informatics
Course: Finance
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
Terms of useLicence In copyright icon
Created on2017-02-17 13:39:32
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