Návrh investičního portfolia pro investory s různou averzí k riziku – Bc. Alexander Feigin
Bc. Alexander Feigin
Master's thesis
Návrh investičního portfolia pro investory s různou averzí k riziku
Proposal of the Investment Portfolio for Investors with Different Risk Aversion
Abstract:
Cílem diplomové práce je sestavit investiční portfolia pro různé rizikové investory a porovnat tato portfolia z vybraných hledisek. V první kapitole je popsána moderní teorie portfolia a některé důležité pojmy. Dále bylo zpracováno portfolio pro rizikově averzního investora s ohledem na autorem provedené analýzy a výpočty. Podle volatility a rizikovosti zvolených vhodných instrumentů bylo portfolio …moreAbstract:
The aim of this diploma thesis is to construct investment portfolios for a investors with different risk aversion and to compare the portfolios from selected aspects. The first part describes the modern portfolio theory and some important concepts. Also, author created a portfolio for a risk-averse investor, according to the author’s analyzes and calculations. According to the volatility and risk of …more
Language used: Czech
Date on which the thesis was submitted / produced: 27. 6. 2013
Identifier:
https://is.ambis.cz/th/zhrea/
Thesis defence
- Date of defence: 19. 9. 2013
- Supervisor: doc. Ing. Jitka Veselá, Ph.D.
- Reader: RNDr. Jaroslav Krabec, CSc.
Citation record
ISO 690-compliant citation record:
FEIGIN, Alexander. \textit{Návrh investičního portfolia pro investory s různou averzí k riziku}. Online. Master's thesis. Praha: The College of Regional Development and Banking Institute - AMBIS, a.s. 2013. Available from: https://theses.cz/id/64kfr8/.
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola regionálního rozvoje a Bankovní institut – AMBISBanking Institute/College of Banking
Master programme / field:
Economics and Management / Finance
Theses on a related topic
-
Glossary of Financial Terms: Investment Instruments
Anna Vítová -
Assessment of Alternative Methods for Parameter Estimation of Investment Instruments Price Models
Patrycja Czudek -
Investiční portfolio municipality
Marie Machová -
Student Investment Opportunities with an Initial Investment Amount under 5000 U.S. Dollars. Student Investment Portfolio Building.
Timur Elyas -
Investment portfolio design
Mikhail Sukhoruchkin -
Investment portfolio design
Alla Kitayskaya -
Dynamic Portfolio Optimization During Economic Recession
Matúš Porázik -
Optimalizace large-scale portfolia
Adam Bako