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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.
 

Keywords

Modern portfolio theory Markowitz Portfolio optimization models DJIA DAX Minimum variance portfolio Target portfolio Tangent portfolio.
 
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.

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