Grubišić, Zoran; Kamenković, Sandra; Duran, Edo
January 2013
Economic Themes;2013, Vol. 51 Issue 4, p671
Academic Journal
Modern Portfolio Theory is one of the most important innovations in the field of investments and securities portfolio management.The paper analyzes possibilities of using methods of portfolio analysis on the stock market traded at the Belgrade Stock Exchange.The aim of the paper is to select stocks on the Belgrade Stock Exchange which have had the best performance in the analyzed period, and by the application of port folio analysis find out the optimal portfolio that will have better performance than BELEXline stock index at a lower risk rate. It should be noted that this method is limited in many ways on the stock markets similar to the stock market in Serbia, but in spite of that a portfolio has been obtained which gave better performance than BELEXline stock index.


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