delo diplomskega seminarja
Julia Cafnik (Author), Primož Potočnik (Mentor)

Abstract

Model za oblikovanje portfeljev CAPM

Keywords

portfelj;vrednostni papir;nesistemsko tveganje;sistemsko tveganje;Markowitzeva portfeljska teorija;Markowitzeva krivulja;CAPM model;premica kapitalskega trga;premica za posamezni donos vrednostnega papirja;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [J. Cafnik]
UDC: 51-7
COBISS: 15858265 Link will open in a new window
Views: 711
Downloads: 276
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: portfolio;asset;unsystematic risk;systematic risk;Markowitz portfolio theory;Markowitz curve;CAPM model;capital market line;security market line;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 26 str.
ID: 10910989