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Original scientific paper

FACTOR MODELS IN THE FUNCTION OF SECURITIES INCOME ESTIMATE

Zoran Ivanović


Full text: croatian pdf 222 Kb

page 987-1005

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Abstract

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.

Keywords

Hrčak ID:

28961

URI

https://hrcak.srce.hr/28961

Publication date:

15.10.2000.

Article data in other languages: croatian

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