Pregled bibliografske jedinice broj: 803627
Portfolio selection model based on technical, fundamental and market value analysis
Portfolio selection model based on technical, fundamental and market value analysis // 25th European Conference on Operational Research EURO XXV -Book of Abstracts. / The Association of the European Operational Research Socities (ur.).
Vilnius: The Association of the European Operational Research Socities, 2012. str. 202-202 (predavanje, međunarodna recenzija, sažetak, znanstveni)
CROSBI ID: 803627 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Portfolio selection model based on technical, fundamental and market value analysis
Autori
Poklepović, Tea ; Marasović, Branka ; Aljinović, Zdravka
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
25th European Conference on Operational Research EURO XXV -Book of Abstracts.
/ The Association of the European Operational Research Socities - Vilnius : The Association of the European Operational Research Socities, 2012, 202-202
Skup
25TH EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH (EURO XXV)
Mjesto i datum
Vilnius, Litva, 08.07.2012. - 11.07.2012
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Financial Modelling; Optimization Modeling
Sažetak
The aim of this paper is to develop decision- making model for selecting optimal portfolio in stock exchange based on technical and fundamental analysis. In the first step of the model the set of stocks are selected based on technical analysis. In the second step optimal portfolio will be formed from selected stocks using multi criteria method. The method is based on PROMETHEE II approach and different accounting criteria and those based on market values are used. The selected model has been applied in Zagreb Stock Exchange (ZSE) as a real case.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
POVEZANOST RADA
Ustanove:
Ekonomski fakultet, Split
