文章基本信息

标题：PORTFOLIO ANALYSIS BASED ON THE EXAMPLE OF ZAGREB STOCK EXCHANGE
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作者：Sinisa Bogdan ; Suzana Baresa ; Sasa Ivanovic 等
期刊名称：UTMS Journal of Economics
电子版ISSN：1857-6974
出版年度：2010
卷号：1
期号：1
页码：39-52
出版社：University of Tourism and Management
摘要：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.
关键词：portfolio; diversification; systemic risk; beta; regression analysis.