Ing. Tibor Feher

Master's thesis

Hedging investičního portfolia

Hedging of Investment Portfolio
Abstract:
The main purpose of this thesis is to compare 3 equity investment portfolios before and after hedging the risk. The theoretical part specifies the basic information about portfolio construction and the characteristics of Risk Parity Portfolio, Naive Portfolio and Global Minimum Variance Portfolio and the necessary information related to this issue. In the practical part, these specific portfolios are …more
Abstract:
Hlavným zámerom tejto Diplomovej práce je porovnanie 3 investičných akciových portfólií pred a po zaistení rizika. V teoretickej časti sú špecifikované základné informácie o tvorbe portfólií a charakteristika Risk parity portfólio, Naivné portfólio a Global minimum variance portfólio a potrebné informácie spojené s touto problematikou. V praktickej časti sú tieto špecifické portfólia testované na reálnych …more
 

Keywords

Hedging Futures kontrakt GMVP RP EW
 
Language used: Slovak
Date on which the thesis was submitted / produced: 13. 5. 2022
Identifier: https://is.muni.cz/th/ymwlm/

Thesis defence

  • Date of defence: 23. 6. 2022
  • Supervisor: Ing. Luděk Benada, Ph.D.
  • Reader: Ing. Daniel Stašek

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