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
Anotácia:
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 …viacAbstract:
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 …viac
Jazyk práce: English
Datum vytvoření / odevzdání či podání práce: 13. 5. 2022
Identifikátor:
https://is.muni.cz/th/jhl69/
Obhajoba závěrečné práce
- Obhajoba proběhla 1. 9. 2022
- Vedúci: Ing. Tomáš Plíhal, Ph.D.
- Oponent: Ing. Dagmar Vágnerová Linnertová, Ph.D.
Citační záznam
Plný text práce
Obsah online archivu závěrečné práce
Zveřejněno v Theses:- světu
Jak jinak získat přístup k textu
Instituce archivující a zpřístupňující práci: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / odbor:
Finance / Finance
Práce na příbuzné téma
-
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 -
Risk management in internationally diversified portfolio and its foreign exchange risk mitigation
Anna Vasylchenko -
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 of Chinese Enterprises
Yian Chen -
Financial Risk Management - Comparison of Value at Risk Methods on Stock Portfolios
Yasin Cagri Yigiter