Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/49178 
Erscheinungsjahr: 
2010
Quellenangabe: 
[Journal:] UTMS Journal of Economics [ISSN:] 1857-6982 [Volume:] 1 [Issue:] 1 [Publisher:] University of Tourism and Management [Place:] Skopje [Year:] 2010 [Pages:] 39-52
Verlag: 
University of Tourism and Management, Skopje
Zusammenfassung: 
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.
Schlagwörter: 
portfolio
diversification
systemic risk
beta
regression analysis
Dokumentart: 
Article

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