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Stock Portfolio Selection and Analysis
 Filipová, Adriana ; Čech, Tomáš (advisor) ; Krajhanzl, Martin (referee)
The main aim of the thesis is to perform portfolio selection based on principles of Markowitz portfolio theory using ex-post approach, CAPM model, three factor and five factor Fama-French model and to compare their achieved performance with each other and with their expectd values. Intensity of relationship between equity risk premiums and each of the factors - premiums is estimated using linear regression analysis, followed by evaluation of quality of models based on regression results. Eventually, optimal portfolio for each model is selected and empirically tested. The outcome determines which portfolio performance was the best and the most accurate.
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See also: similar author names
6 FILIPOVÁ, Anna
2 Filipová, Alena
1 Filipová, Alžběta
4 Filipová, Andrea
1 Filipová, Aneta
3 Filipová, Anežka
6 Filipová, Anna
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