MEĐUZAVISNOST PRINOSA I RIZIKA NA OSNOVU KRETANJA BERZANSKIH INDEKSA I NJIHOV UTICAJ NA EFEKTE ULAGANJA

Ekonomist 1 (2024) (9-22)

AUTHOR(S) / AUTOR(I): Nedeljko Prdić

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DOI: 10.46793/EKONOMIST3.1.1P

ABSTRACT / SAŽETAK:

Cilj rada je analiza uspešnosti modela predviđanja kretanja berzanskih indeksa koji se zasniva na merenju optimalnog odnosa prinosa i rizika. Želi se saznati kako potencijalni ulagači mogu koristiti model na osnovu odnosa indeksa prinosa i rizika koji će pomoći za donošenje investicione odluke. Radi se o vremenski promenljivoj međuzavisnosti koja može uticati na rezultat ulaganja. Utvrđeno je da na rezultat finansijske uspešnosti utiče izbor vremenski podesnog algoritma. Rezultati istraživanja mogu se primeniti u praksi za procenu vrednosti indeksa i vremenskog okvira ulaganja. Doprinos istraživanja reflektuje se u osnovi kao okvir i smernica potencijalnim investitorima za buduće primene.

KEYWORDS / KLJUČNE REČI:

međuzavisnost, prinosi i rizik, berzanski indeksi, efekti ulaganja

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