Hrvatsko društvo ekonomista

ARTICLES ::: AUTHORS ::: ARTICLES SEARCH

October 2000. ::: Vol.51 No.09-10

Zoran Ivanović

FACTOR MODELS IN THE FUNCTION OF SECURITIES INCOME ESTIMATE Izvorni znanstveni članak In the case of infinite number of investment possibilities, the modern portfolio the oryby means of factor models of estimate, enables to investor or valuer of possibilty, the optimal income estimate of particular security. By such approach investor can carry out distorted set of efficiency of financial investment, and with a certain degree of risk identify tangential portfolio, which offers him optimal possibility of marketing or borrowing of financial resources. Presumption that securities incomes correspond to common factors, simplifies procedure of calculation of distorted set of efficiency of financial investment. - Puni tekst (Hrvatski) Str. 987 - 1005 (pdf, 221.54 KB)

FACTOR MODELS IN THE FUNCTION OF SECURITIES INCOME ESTIMATE

Izvorni znanstveni članak

In the case of infinite number of investment possibilities, the modern portfolio the oryby means of factor models of estimate, enables to investor or valuer of possibilty, the optimal income estimate of particular security. By such approach investor can carry out distorted set of efficiency of financial investment, and with a certain degree of risk identify tangential portfolio, which offers him optimal possibility of marketing or borrowing of financial resources. Presumption that securities incomes correspond to common factors, simplifies procedure of calculation of distorted set of efficiency of financial investment.

Puni tekst (Hrvatski) Str. 987 - 1005 (pdf, 221.54 KB)