Portfolio Optimisation and Risk Management: Option Hedging – Ing. Eduardo Pereiras Navas
Ing. Eduardo Pereiras Navas
Master's thesis
Portfolio Optimisation and Risk Management: Option Hedging
Portfolio Optimisation and Risk Management: Option Hedging
Abstract:
In the following thesis, it has been studied the theories of portfolio optimization and the problems and issues involving these theories, which entails defining what variables are useful when studying a group of stocks, and to what extent it is possible to determine in what proportion the stocks should be distributed. Likewise, it has been seen what problems involve the use of historical data to define …moreAbstract:
In the following thesis, it has been studied the theories of portfolio optimization and the problems and issues involving these theories, which entails defining what variables are useful when studying a group of stocks, and to what extent it is possible to determine in what proportion the stocks should be distributed. Likewise, it has been seen what problems involve the use of historical data to define …more
Language used: English
Date on which the thesis was submitted / produced: 17. 4. 2019
Identifier:
https://is.vsfs.cz/th/nbu9n/
Thesis defence
- Date of defence: 12. 6. 2019
- Supervisor: Ing. Eva Kostikov, Ph.D.
- Reader: Ing. David Mareš, 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: Vysoká škola finanční a správníUniversity of Finance and Administration
Master programme / field:
Economics and Management / Business Management and Corporate Finance
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