Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Gardijan, Margareta"'
Autor:
Gardijan, Margareta1 mgardijan@efzg.hr, Lukač, Zrinka1
Publikováno v:
Central European Journal of Operations Research. Sep2018, Vol. 26 Issue 3, p695-713. 19p.
Global financial crises, which negatively influenced the world economy from 2007 onwards, strongly endangered the macroeconomic stability of European Union. Still, the convergence criteria agreed in Maastricht in 1992, in terms of monetary and fiscal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::5f4ddeca52757bf86304a3e87f11f4c3
https://www.bib.irb.hr/941298
https://www.bib.irb.hr/941298
Publikováno v:
Proceedings of the Conference on the Economy of Integrations (ICEI) 2011. 2011, p491-502. 12p.
Coupon bond duration and convexity with respect to coupon-rate (cet. par.), yield to maturity (cet. par.) and maturity (cet. par.) are not the continuous functions nor differentiable, so the calculus analysis of duration and convexity becomes questio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::a3d07b1d5990acf9ec5b2132f86e2c6d
https://www.bib.irb.hr/895179
https://www.bib.irb.hr/895179
Autor:
Gardijan, Margareta
Upravljanje rizikom portfelja na turbulentnim financijskim tržištima danas postaje nužnost i izazov, zbog čega se javlja veliki interes za istraživanje područja investicijske analize koja se bavi zaštitom portfelja od rizika. Iako postoji viš
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::37fb0f5772a3f250c398460cf3c39f74
https://www.bib.irb.hr/898298
https://www.bib.irb.hr/898298
Autor:
Gardijan, Margareta
The paper uses stochastic dominance criteria for evaluating ex-post efficiency of portfolios. Stochastic dominance (SD) is believed to be one of the most flexible methodologies for the comparison and ranking of risky alternatives since it considers a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::726d41c49424b4fefa92a94bc8232ef1
https://www.bib.irb.hr/836011
https://www.bib.irb.hr/836011
Autor:
Gardijan, Margareta, Krišto, Jakša
Mutual funds are an important investment vehicle for retail and institutional investors on developed financial markets. Market of mutual funds is very competitive and information about performance of individual mutual fund play an important role. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::b369565d5670268903282f0f99039507
https://www.bib.irb.hr/869414
https://www.bib.irb.hr/869414
Standardni Markowitzev model optimizacije portfelja temelji se na dva parametra pojedinačnih dionica i samog portfelja – na očekivanoj vrijednosti te varijanci i kovarijanci kao mješovitom momentu. Izračun u Microsoft Excelu sastoji se od nekol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::3be59c3ede2756583a9a12b2db697fc3
https://www.bib.irb.hr/699615
https://www.bib.irb.hr/699615
Autor:
Gardijan, Margareta
Kombiniranjem više pozicija u opcijama različitih karakteristika nastaju različite strategije s opcijama s novim isplatama, u pravilu potpuno drugačijim od isplata komponenata strategije. Karakteristike isplata čine svaku strategiju s opcijama m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::e81c5a8bb4f69353ad043c1a16739ffb
https://www.bib.irb.hr/803067
https://www.bib.irb.hr/803067
Autor:
Gardijan, Margareta
Različite primjene opcija poziva i ponude u njihovim kombinacijama ili zasebno nazivamo strategijama trgovanja opcijama. Dinamično trgovanje na današnjim standardnim i OTC burzama opcija rezultiralo je pronalaskom više strategija trgovanja opcija
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::ab28e05f4fa736f4738a2ff6cf494f04
https://www.bib.irb.hr/550445
https://www.bib.irb.hr/550445