Pregled bibliografske jedinice broj: 227796
Multi-criterion approach versus Markowitz in selection of the optimal portfolio
Multi-criterion approach versus Markowitz in selection of the optimal portfolio // Proceedings of the 8th International Symposium on OPERATIONAL RESEARCH / Zadnik Stirn, Lidija ; Drobne, Samo (ur.).
Ljubljana: Studio LUMINA, 2005. str. 261-266 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 227796 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Multi-criterion approach versus Markowitz in selection of the optimal portfolio
Autori
Aljinović, Zdravka ; Marasović, Branka ; Tomić- Plazibat, Neli
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the 8th International Symposium on OPERATIONAL RESEARCH
/ Zadnik Stirn, Lidija ; Drobne, Samo - Ljubljana : Studio LUMINA, 2005, 261-266
Skup
The 8th Symposium on Opretional Research in Slovenia - SOR'05
Mjesto i datum
Nova Gorica, Slovenija, 28.09.2005. - 30.09.2005
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
portfolio selection ; Croatian capital market ; efficient portfolio ; multi-criteria methods
Sažetak
In the paper we select an optimal portfolio on the Croatian capital market. First, selection is carried out using classic Markowitz model, which allows selection of the optimal portfolio, based upon the mean-variance (M-V) criterion. Second, we illustrate how the multi- criterion approach makes it possible to integrate, within the portfolio selection process, the conventional M-V criteria with other market criteria.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
