RETURN AND RISK INTERDEPENDENCE BASED ON THE INDEX MOVEMENT IN STOCK MARKETS AND THEIR INFLUENCE ON THE EFFECTS OF INVESTMENT Cover Image

МЕЂУЗАВИСНОСТ ПРИНОСА И РИЗИКА НА ОСНОВУ KРЕТАЊА БЕРЗАНСКИХ ИНДЕКСА И ЊИХОВ УТИЦАЈ НА ЕФЕКТЕ УЛАГАЊА
RETURN AND RISK INTERDEPENDENCE BASED ON THE INDEX MOVEMENT IN STOCK MARKETS AND THEIR INFLUENCE ON THE EFFECTS OF INVESTMENT

Author(s): Nedeljko Prdić
Subject(s): Economy, Business Economy / Management, Financial Markets
Published by: Друштво за економска, друштвена и културна научна истраживања – Економист
Keywords: interdependence; revenues; risk; stock market indices; investment effects;

Summary/Abstract: The aim of the work paper is to analyse the success of the model for predicting the movement of stock market indices, that is based on the measurement of the optimal return and risk ratio. The intention is to find out how potential investors can use the ratio of return and risk index-based model to help investment decision making. It is a time-varying interdependence that can influence the result of investment. It has been concluded that the financial success result depends on the choice of a time-sensitive algorithm. The results of the research can help investment analysts who practically conduct index valuations and time frame of investments. The contribution of the research basically reflects as a framework and guidance to potential investors for future implementations.

  • Issue Year: 3/2024
  • Issue No: 1
  • Page Range: 9-22
  • Page Count: 14
  • Language: English, Serbian
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