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Title:Portfolio analysis based on the example of Zagreb Stock Exchange PDF Logo
Authors:Bogdan, Sinisa
Baresa, Suzana
Ivanovic, Sasa
Issue Date:2010
Citation:[Journal:] UTMS Journal of Economics [ISSN:] 1857-6982 [Volume:] 1 [Year:] 2010 [Issue:] 1 [Pages:] 39-52
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.
Subjects:portfolio
diversification
systemic risk
beta
regression analysis
Document Type:Article
Appears in Collections:UTMS Journal of Economics

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