Portfolio analysis based on the example of Zagreb Stock Exchange

Artikel

In this paper we analyze the portfolio that was selected from the Zagreb Stock Exchange and also try to assess its risks and its future offerings that are relevant in making the decisions about investments. Through the work we will explain the importance of diversification and how the very diversification reduces risk. We will also analyze the systemic risk of individual stocks within the portfolio and the systemic risk of the given portfolio and explain its importance. Through regression analysis we will analyze the securities with the highest and lowest systemic risk and will clarify the results. At the end we will explain the correlation in the selected portfolio and point out the importance of the correlation and diversification itself.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: UTMS Journal of Economics ; ISSN: 1857-6982 ; Volume: 1 ; Year: 2010 ; Issue: 1 ; Pages: 39-52 ; Skopje: University of Tourism and Management

Klassifikation und Themen

• Klassifikation: Wirtschaft
• Thema: portfolio ; diversification ; systemic risk ; beta ; regression analysis

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Bogdan, Sinisa ; Baresa, Suzana ; Ivanovic, Sasa
• Ereignis: Veröffentlichung
• (wer): University of Tourism and Management
• (wo): Skopje
• (wann): 2010

Weitere Informationen

• Handle: http://hdl.handle.net/10419/49178
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ