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Mgr. Bc. Lenka Lietavcová

Master's thesis

Využití Markovitzova modelu a CAPM při investování

Use of Markovitz model and CAPM for investment
Abstract:
The goal of this thesis is to analyze use of the portfolio theory methods by individual investor on german and czech capital market. Specialty we focus on Markowitz theory and CAPM. The first chapter mentions general knowledge from mathematic and statistic. The second chapter deals with basic aspects of investing and portfolio theory. According to these knowledges we build portfolios on german and …more
Abstract:
Cieľom tejto diplomovej práce je využiť teóriu portfólia na českom a nemeckom trhu z pohľadu investora. Zameriavame sa hlavne na Markowitzovu teóriu a CAPM. V prvej kapitole sú spomenuté všeobecné znalosti z matematiky a štatistiky. V druhej kapitole uvádzame všeobecné princípy investovania a teórie portfólia. Na základe týchto znalostí zostavujeme portfóliá na nemeckom a českom trhu.
 

Keywords

Teorie portfolia akce Markowitzov model CAPM investice výnos riziko Portfolio Theory share Markowitz Model investment return risk
 
Language used: Slovak
Date on which the thesis was submitted / produced: 2. 11. 2015
Identifier: https://is.muni.cz/th/r7di6/

Thesis defence

  • Date of defence: 3. 2. 2016
  • Supervisor: Mgr. Silvie Zlatošová, Ph.D.
  • Reader: Ing. Mgr. Juraj Hruška

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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Masaryk University

Faculty of Economics and Administration

Master programme / field:
Finance and Accounting / Finance

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