PORTFOLIO ANALYSIS BASED ON THE EXAMPLE OF ZAGREB STOCK EXCHANGE

Sinisa Bogdan, Suzana Baresa and Sasa Ivanovic
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Sasa Ivanovic: Faculty of Tourism and Hospitlity Management in Opatija, University of Rijeka, Croatia

UTMS Journal of Economics, 2010, vol. 1, issue 1, 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.

Keywords: portfolio; diversification; systemic risk; beta; regression analysis (search for similar items in EconPapers)
JEL-codes: D81 G11 G12 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (6)

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