Portfolio Optimisation and Risk Management: Option Hedging – Ing. Eduardo Pereiras Navas
Ing. Eduardo Pereiras Navas
Diplomová práce
Portfolio Optimisation and Risk Management: Option Hedging
Portfolio Optimisation and Risk Management: Option Hedging
Anotace:
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 …víceAbstract:
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 …více
Jazyk práce: angličtina
Datum vytvoření / odevzdání či podání práce: 17. 4. 2019
Identifikátor:
https://is.vsfs.cz/th/nbu9n/
Obhajoba závěrečné práce
- Obhajoba proběhla 12. 6. 2019
- Vedoucí: Ing. Eva Kostikov, Ph.D.
- Oponent: Ing. David Mareš, Ph.D.
Plný text práce
Obsah online archivu závěrečné práce
Zveřejněno v Theses:- světu
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Instituce archivující a zpřístupňující práci: Vysoká škola finanční a správníVysoká škola finanční a správní
Magisterský studijní program / obor:
Ekonomika a management / Business Management and Corporate Finance
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