Applications of portfolio theory on selected markets – Ing. Mohamed Megahed
Ing. Mohamed Megahed
Master's thesis
Applications of portfolio theory on selected markets
Applications of portfolio theory on selected markets
Abstract:
The purpose of the thesis is to apply the modern portfolio theory on DJIA and DAX by creating portfolios using the optimization models of minimum variance portfolio, target portfolio and tangency portfolio equipped with a brief overview of the history of the development of the modern portfolio theory and numerical example to illustrates the calculation process.Abstract:
The purpose of the thesis is to apply the modern portfolio theory on DJIA and DAX by creating portfolios using the optimization models of minimum variance portfolio, target portfolio and tangency portfolio equipped with a brief overview of the history of the development of the modern portfolio theory and numerical example to illustrates the calculation process.
Language used: English
Date on which the thesis was submitted / produced: 14. 5. 2019
Identifier:
https://is.muni.cz/th/a9d9b/
Thesis defence
- Date of defence: 25. 6. 2019
- Supervisor: Ing. Luděk Benada, Ph.D.
- Reader: Ing. Dagmar Linnertová, 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 and Accounting / Finance (Eng.)
Theses on a related topic
-
Verification on the Performance of Classical and Modern Portfolio Optimization Models
Anlan Wang -
Application of portfolio theory on selected markets
Dorin Baranetchi -
"Network Theory in Finance. Applications to Financial Contagion Analysis and Portfolio Optimization"
Gabriele Torri -
Portfolio Optimization for Retail Investor from China
Youzhen Wu -
Application of portfolio theory on selected markets
Dorin Baranetchi -
Risk parity and other heuristic portfolio allocation strategies
Daniel Kanyata -
Application of portfolio theory on selected markets
Dorin Baranetchi -
Application of portfolio theory on selected markets
Yousab Fawzy Mikhaeil Abdelmalak