Back to search

Bc. Matúš Meliš

Bachelor's thesis

Optimální portfolio aktiv

Optimal asset allocation
Abstract:
The aim of my thesis is to build an optimal investment portfolio with appropriate methods. Then evaluate performance of key indicators as: average yield, sharpe-ratio, drawdown and average drawdown. Basis of portfolio consist from group of assets, which are commonly used for regular long-term investments, primarily for pensions. In the theoretical part of thesis, I describe relationship between investor …more
Abstract:
Cieľom práce je použitím vhodných metód zostrojiť investičné portfólio aktív. Následne vyhodnotiť jeho výkonnosť z pohľadu kľúčových ukazovateľov: priemerný výnos, sharpe-ratio, drawdown, average drawdown. Základom portfólia je skupina aktív, ktoré sú bežne využívané na pravidelné dlhodobé investovanie, primárne na zabezpečenie sa na starobu. V teoretickej časti popisujem vzťah investora k riziku, …more
 

Keywords

investicie portfolio dochodok analyza etf investment retirement portfolio
 
Language used: Slovak
Date on which the thesis was submitted / produced: 29. 4. 2022
Identifier: https://is.muni.cz/th/xgera/

Thesis defence

  • Date of defence: 16. 6. 2022
  • Supervisor: prof. Ing. Štefan Lyócsa, PhD.
  • Reader: Ing. Viktor Hřebačka

Citation record

Cite this text

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 fakulta
Složka Reference to the local database directory of the institution

Masaryk University

Faculty of Economics and Administration

Bachelor programme / field:
Finance / Finance

Theses on a related topic

List of theses with an identical keyword.