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 …more
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 …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 17. 4. 2019

Thesis defence

  • Date of defence: 12. 6. 2019
  • Supervisor: Ing. Eva Kostikov, Ph.D.
  • Reader: Ing. David Mareš, Ph.D.

Citation record

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