Portfolio Optimization for Retail Investor from China – Ing. Youzhen Wu
Ing. Youzhen Wu
Master's thesis
Portfolio Optimization for Retail Investor from China
Portfolio Optimization for Retail Investor from China
Abstract:
The main objective of this thesis is to suggest investment portfolios for a retail investor from China using portfolio optimization techniques. In building the optimal portfolio, Using Single Index Model for security selection and constructure the diversified portfolio, setting the efficient frontier by mean variance theory to set the minimum variance portfolio, building the tangency portfolio with …moreAbstract:
The main objective of this thesis is to suggest investment portfolios for a retail investor from China using portfolio optimization techniques. In building the optimal portfolio, Using Single Index Model for security selection and constructure the diversified portfolio, setting the efficient frontier by mean variance theory to set the minimum variance portfolio, building the tangency portfolio with …more
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2022
Identifier:
https://is.muni.cz/th/jhl69/
Thesis defence
- Date of defence: 1. 9. 2022
- Supervisor: Ing. Tomáš Plíhal, Ph.D.
- Reader: Ing. Dagmar Vágnerová 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 / Finance
Theses on a related topic
-
Aplikace teorie portfolia pro potřeby drobného investora
Martin Janči -
Project of Managing Credit Risk of the Selected Portfolio of the Bank Risk Exposures by using the Methods of Basel III.
Galina Saenko -
Psychosocial determinants of antiretroviral therapy adherence amongst key populations (groups at high risk for HIV due to risk behaviors) in Abia State, Nigeria.
Osaro Solomon Efionayi -
Risk management in internationally diversified portfolio and its foreign exchange risk mitigation
Anna Vasylchenko -
Risk Management of Chinese Enterprises
Yian Chen -
Investigating Risk-On Risk-Off Patterns in Global Financial Markets
Jan Tročil