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Title:IZBIRA NAJUSTREZNEJŠIH ALTERNATIV ZA OBLIKOVANJE NALOŽBENEGA PORTFELJA Z ODLOČANJEM PO VEČ KRITERIJIH HKRATIH
Authors:Skerbiš, Patricija (Author)
Čančer, Vesna (Mentor) More about this mentor... New window
Files:.pdf UNI_Skerbis_Patricija_2011.pdf (1,93 MB)
 
Language:Slovenian
Work type:Undergraduate thesis (m5)
Organization:EPF - Faculty of Business and Economics
Abstract:Diplomsko delo predstavlja individualno raziskavo s pomočjo odločanja po več kriterijih hkrati o izbiri ustreznih alternativ za oblikovanje osebnega naložbenega portfelja. Namen naloge je ugotoviti, katere alternative naj racionalna oseba, katere cilj je povečati donosnost privarčevanih sredstev, vključi v svoj portfelj. Končni rezultat je odvisen od ciljev, ki jih želi odločevalec doseči, od nagnjenosti k tveganju ter razpoložljivega dohodka. V teoretičnem delu naloge, ki je osnova za izvedbo praktičnega dela, smo predstavili metode za odločanje po več kriterijih hkrati in bistvene lastnosti posameznih alternativ, na katere mora biti odločevalec pozoren, v empiričnem delu naloge pa smo s pomočjo računalniškega programa Web-HIPRE, ki omogoča reševanje problemov po več kriterijih hkrati, zastavljeni problem rešili. Ker vsem izbranim alternativam nismo mogli določiti enakih kriterijev in podkriterijev, ampak veljajo za vsako skupino alternativ drugačni kriteriji, smo proces odločanja ponovili za vsako skupino alternativ posebej. Z programom Web-HIPRE smo za vsako skupino alternativ strukturirali odločitveni problem v obliki drevesa odločanja, nato smo opravili merjenje vrednosti alternativ z intervalsko skalo ter določili uteži kriterijem in preference do alternativ, ter izračunali agregirane vrednosti alternativ. Na koncu smo opravili še analizo občutljivosti. Ko smo za vse skupine alternativ opravili analizo, smo izmed vsake skupine alternativ izbrali najboljšo alternativo in prišli do sklepa, da je glede na izrečene sodbe odločevalca o pomembnosti kriterijev, naložbeni portfelj sestavljen iz dolgoročnega vezanega depozita pri Novi ljubljanski banki, obveznice, ki ga je izdalo podjetje KD Group, delnice farmacevtskega podjetja Krka in delniškega vzajemnega sklada Infond Bric.
Keywords:Analiza odločanja, večkriterijsko odločanje, kriterij, atribut, alternative, agregirana vrednost, analiza občutljivosti, Web-HIPRE, naložbeni portfelj, dolgoročni vezani depozit, obveznica, delnica, vzajemni sklad
Year of publishing:2011
Publisher:[P. Skerbiš]
Source:Maribor
UDC:519.8
COBISS_ID:10718236 Link is opened in a new window
NUK URN:URN:SI:UM:DK:6RIEF7KO
Views:1738
Downloads:161
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Categories:EPF
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Secondary language

Language:English
Title:CHOOSING THE MOST APPROPRIATE ALTERNATIVES FOR INVESTMENT PORTFOLIO WITH MULTI-CRITERIA DECISION-MAKING
Abstract:The diploma paper presents an individual research with the help of multi-criteria decision-making on the choice of suitable alternatives for forming a personal investment portfolio. The purpose of the paper is to establish which alternatives should a rational person whose goal is to increase profitability of saved resources include in his/her portfolio. The final result depends on the goals which the decision-maker wishes to reach, the tendency to risk and the available income. In the theoretical part of the paper, which is a basis for carrying out the practical part, we have presented the multi-criteria decision-making methods and essential characteristics of individual alternatives which a decision-maker should be careful about. In the empirical part of the paper, we have solved the set problem with the help of a computer software Web-HIPRE which enables problem solving according to multiple criteria. As we were not able to set the same criteria and sub-criteria for all chosen alternatives – different criteria apply for each of the group of alternatives – we have carried out the decision-making process for each group of alternatives separately. With the program Web-HIPRE we have structured a decision-making problem in the shape of a decision-making tree for each group of alternatives, then measured the values of alternatives with the interval scale, determined weights to the criteria and preferences for alternatives as well as calculated the aggregated values of alternatives. Finally, we have carried out the sensitivity analysis. When having carried out the analysis for all groups of alternatives, we have chosen the best alternative from each group of alternatives and concluded that according to the presented estimation of the decision-maker of the importance of the criteria the investment portfolio consists of a long-term time deposit at Nova ljubljanska banka, a bond issued by KD Group, a share of the pharmaceutical company Krka and the equity mutual fund Infond Bric.
Keywords:Decision-making analysis, multi-criteria decision-making, criterion, attribute, alternatives, aggregated values, sensitivity analysis, Web-HIPRE, investment portfolio, long-term time deposit, bond, share, mutual fund


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