PORTFOLIO ANALYSIS BASED ON THE EXAMPLE OF ZAGREB STOCK EXCHANGE
Journal Title: UTMS Journal of Economics - Year 2010, Vol 1, Issue 1
Abstract
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.
Authors and Affiliations
Sinisa Bogdan, Suzana Baresa, Sasa Ivanovic
Keywords
Related Articles
- EP ID EP273559
- DOI -
- Views 181
- Downloads 0
HOW STRONGLY THE HIDDEN ECONOMY OF A SMALL COUNTRY CAN BE INFLUENCED BY DRASTIC EVENTS: CASE OF MACEDONIA
Hidden economy presents a big concern for both developing and developed countries. Of particular interest is precise determination of the temporal pattern of hidden for small developing economies, which exhibit many pecu...
MODIFIED NET PRESENT VALUE AS A USEFUL TOOL FOR SYNERGY VALUATION IN BUSINESS COMBINATIONS
The subject of this paper is a modified net present value, and how it could be a useful tool for synergy valuation in the process of business combination. Every successful acquisition has to result in synergy in the post...
TOURISM AS A BASIS FOR DEVELOPMENT OF THE ECONOMY OF SERBIA
The place and role of tourism in economic development of Serbia is an important question that deserves special attention and it represents the main subject of this paper. The paper will present data that point out to cur...
POLICIES OF RETAIL SECTOR OF INDIA AND OTHER SELECTED COUNTRIES
The retail sector is one of the fastest growing sectors in India. Before 1991, the retail sector was mainly unorganized and fragmented. The rapid growth of the organized retail sector has resulted in the decreasing sales...
FINANCIAL SOUNDNESS INDICATORS IN BOSNIA AND HERZEGOVINA BANKING SECTOR
The purpose of this paper is to research financial soundness indicators in Bosnia and Herzegovina banking sector, their interconnections, causality and influenced factors. Therefore the subjects of analysis are core fina...