Ing. Yousab Fawzy Mikhaeil Abdelmalak

Master's thesis

Application of portfolio theory on selected markets

Application of portfolio theory on selected markets
Abstract:
This thesis target is to build efficient portfolios for the DOW 30 and DAX 30 indices. The first part of the thesis illustrated how to calculate different efficient portfolios such as the minimum variance portfolio, target portfolio, and the tangent portfolio all accompanied with a numerical example of five stocks to simplify the process for the reader. Later application of the modern portfolio theory …more
 

Keywords

Keywords Markowitz Modern Portfolio Theory Minimum variance portfolio Target portfolio Tangent portfolio DOW 30 DAX 30.
 
Language used: English
Date on which the thesis was submitted / produced: 12. 5. 2017
Identifier: https://is.muni.cz/th/n16k1/

Thesis defence

  • Date of defence: 19. 6. 2017
  • Supervisor: Ing. Luděk Benada, Ph.D.
  • Reader: Ing. Dagmar Linnertová, Ph.D.

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