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2015, vol. 8, br. 3, str. 1-15
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Merenje rizika investicionog portfolija
Measuring portfolio risks
Univerzitet Privredna akademija u Novom Sadu, Fakultet za ekonomiju i inženjerski menadžment - FIMEK, Srbija
Sažetak
Svako fizičko i pravno lice teži uvećanju sopstvene imovine koje se postiže ulaganjem. Ulaganje u hartije od vrednosti je korak na koji će se većina investitora odlučiti jer one pružaju željeni nivo prinosa uz određeni rizik, što ih čini vrlo unosnim, a pri tome ih odlikuje visok stepen likvidnosti, pa investitori u slučaju smanjene likvidnosti mogu povući svoju investiciju prodajom istih. Upravo stoga je cilj ovog rada da prikaže kako se u savremenim tržišnim uslovima donose odluke u vezi sa izborom hartija od vrednosti i najefikasnijem odabiru udela tih hartija u portfoliju, čime će investitor moći da zadovolji svoje afinitete u smislu prinosa i rizika kojeg je spreman da prihvati kako bi ostvario taj prinos.
Abstract
Every natural and legal entity strives to increase their own assets by investing. Investment portfolios are most investors' first choice, since they offer an ideal level of yield with a certain level of risk. This makes them quite lucrative and at the same time they have relatively high levels of liquidity, so investors can withdraw their investments in case the liquidity gets reduced. That said, the goal of this paper is to offer a guide to bringing decisions related to portfolios in modern markets, as well as making the most efficient choice of shares of the said portfolios. Consequently, that helps the investors meet their aspiration levels with respect to yields and risks they are willing to take to achieve them.
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