Naslov
Selection of optimal portfolio by use of risk diversification method

Autori
Briš, Martina ; Kristek, Ivan ; Mijoč, Ivo

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Interdisciplinary Management Research IV / Barković, Dražen ; Runzheimer, Bodo - Osijek : Faculty of Economics in Osijek, Josip Juraj Strossmayer University of Osijek, Hochschule Pforzheim University of Applied Sciences, 2008, 329-343

ISBN
978-953-253-044-5

Skup
Interdisciplinary Management Research

Mjesto i datum
Poreč, Hrvatska, 01.06.2007. - 03.06.2007

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
risk ; diversification ; Markowitz’ theory ; decision making ; securities analysis ; programming

Sažetak
The paper will discuss how securities investors can protect themselves from risk through diversification. There will be proposals how investors should structure their portfolio, i.e. proposals of investment percentages for particular shares, in order to achieve stable solid returns at a low level of risk. The paper will analyze three types of stock: INA – Oil Industry Plc., IGH – Croatian Institute of Civil Engineering Plc. and Viro Sugar Factory Plc., which can be used to gain a better understanding of the investment business. We shall describe the basic tenets of modern portfolio theory so as to explicate some fundamental issues of securities investment and portfolio creation. The paper will provide an analysis of Markowitz' theory as the origin of modern portfolio optimization theory, which in turn represents the starting point for securities investments.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA