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 …more
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 …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2022

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

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