Application of portfolio theory on selected markets – Ing. Dorin Baranetchi
Ing. Dorin Baranetchi
Master's thesis
Application of portfolio theory on selected markets
Application of portfolio theory on selected markets
Abstract:
The aim of the thesis is to construct portfolios for the DJIA and DAX, by adopting optimization models of minimum variance portfolio, target portfolio and tangency portfolio. The thesis consists of four chapters: 1. Literature characterization 2. Fundamental concepts of Modern Portfolio Theory 3. Portfolio optimization 4. Empirical analysis. The first chapter offer an introduction into Modern Portfolio …moreAbstract:
The aim of the thesis is to construct portfolios for the DJIA and DAX, by adopting optimization models of minimum variance portfolio, target portfolio and tangency portfolio. The thesis consists of four chapters: 1. Literature characterization 2. Fundamental concepts of Modern Portfolio Theory 3. Portfolio optimization 4. Empirical analysis. The first chapter offer an introduction into Modern Portfolio …more
Language used: English
Date on which the thesis was submitted / produced: 1. 7. 2021
Identifier:
https://is.muni.cz/th/dp7hq/
Thesis defence
- Date of defence: 2. 2. 2022
- Supervisor: Ing. Luděk Benada, Ph.D.
- Reader: Ing. Tomáš Plíhal, Ph.D.
Citation record
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: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance / Finance
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