National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Creation of equity portfolio under unusual market conditions by using the methods of decision making
Čižmař, Adam ; Borovička, Adam (advisor) ; Sokol, Ondřej (referee)
This bachelor thesis deals with problems of investing in stock market. There are plenty of different approaches to investing into stocks, however methods used in this thesis belong among multi-criteria decision making methods. Such an aproach is not commonly used which provides an interesting point of view that differs from widely used methods. This thesis consists of theoretical background to market environment and stocks themselves and also of theoretical description of multi-criteria evaluation and multi-criteria programming. Specifically I use ELECTRE I method as multi-criteria evaluation and aggregation of linear functions as multi-criteria programming method. By using these two methods I create two different portfolios based on two separate strategies. First of them aims to maximize capital gains whereas the second one aims to maximize dividend profits and to minimize risk, as well.

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