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Portfolio Proposal of the Fund of Hedge Funds
Fischer, Karel ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the portfolio creation of the fund of hedge funds. Theoretical part describes investment concepts, the theoretical and legislative parts of hedge funds and decription of the various methods used in practical part. The practical part is focused on the selection, analysis and comparison of the hedge funds. Proposal part contains investment recommendations of the portfolio of funds which meet requirements of the management of ABC fund.
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Performance Evaluation of Real Estate Investment and Mutual Funds
Janková, Zuzana ; Novotná, Veronika (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the evaluation and the comparison of the performance of mutual funds and investment funds with a focus on the real estate sector. The essence and principles of mutual funds, ETF and REIT are presented, and the resulting weaknesses and advantages. According to the selected indicators, the profitability, riskiness and expense of the investment opportunities are examined and investment recommendations for management of an investment company and potential retail investors are established.
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Portfolio Proposal of the Fund of Hedge Funds
Fischer, Karel ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the portfolio creation of the fund of hedge funds. Theoretical part describes investment concepts, the theoretical and legislative parts of hedge funds and decription of the various methods used in practical part. The practical part is focused on the selection, analysis and comparison of the hedge funds. Proposal part contains investment recommendations of the portfolio of funds which meet requirements of the management of ABC fund.
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Komparace výkonnosti podílových fondů a ETF
Janková, Zuzana
JANKOVÁ, Z. A Performance Comparison of mutual funds and ETF. Mendel University in Brno, 2017. Diploma thesis. The diploma thesis is focused on performance comparison of open-end mutual funds and ETF. Selected funds are separated by region USA, World, European and Emerging markets equities. Funds are analyzed in the practical part for the period between 2007 and 2016. The first part introduced defines notion of collective investment, advantages and disadvantages. Funds are analyzed in the terms of return, risk, cost and including foreing exchange risk.
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Investování do korporátních dluhopisů vybraného sektoru v USA
Zimolková, Lenka
This thesis is focused on investing in corporate bonds of financial sector on the US market. The thesis examines five bonds issued by the largest companies in the financial sector by market capitalization. In the period from October 2014 to September 2019, the development of bond index yield and treasury bills yield is described and compared to the development of selected bonds. Bonds are analysed according to its profitability and risk using the return to risk ratio and the Sharpe ration and compared to market performance using the Information ratio. Based on the results, an investment recommendation is provided for investors investing on the US bond market.
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Analýza výkonnosti podílových fondů a ETF fondů
Vystoupil, Jan
This Diploma thesis is focused on performance comparison between mutual funds and classic ETF. In the theoretic part, essence and the principle of functioning of mutual funds and ETF are described. In conclusion of the theoretical part is included an overview of empirical studies that are focused on the same topic. In the empirical part is performed comparison between mutual funds and ETF which are selected from 4 economic sectors and oriented on the American market exclusively. Funds performance comparison is performed from the perspective of chosen investment time horizon and in the context of declining, growing and stagnating of the American stock market. Investment recommendation is made according to results obtained from the empirical part.
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Alternativní fondy kolektivního investování
Machátová, Aneta
This diploma thesis is focused on a comparison of mutual funds in the Czech Re-public. The theoretical part is about collective investment characteristics, alterna-tive and standard investments and one part is focused on the current capital mar-ket situation in the Czech Republic. The main part of this thesis compares real es-tate funds, commodity funds and standard mutual funds based on their risk and yield according to different lengths of the investment horizon. The main aim of this thesis is to make investment recommendations based on empirical analysis re-sults.
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Zhodnocení výkonnosti akciových indexů rozvinutých trhů s největší tržní kapitalizací v období let 2004-2017
Frýbort, Lukáš
This thesis provides an evaluation of performance of the main stock indices of USA, Japan, Hong Kong and France, which represent the world's largest developed stock markets. The analysis is focused on the period 2004–2017. The theoretical part gives a brief overview of the historical development of selected stock markets, studies the purpose of ETF funds and researches scientific studies related to the main topic. The empirical part of the thesis provides an analysis of S&P 500, Nikkei 225, Hang Seng and CAC 40 in terms of their return, volatility, Sharpe and Sortino ratio in the selected periods and compares the best ETF funds that track selected stock indices. The purpose of the thesis is to provide and investment recommendation for retail investors.
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Performance Evaluation of Real Estate Investment and Mutual Funds
Janková, Zuzana ; Novotná, Veronika (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the evaluation and the comparison of the performance of mutual funds and investment funds with a focus on the real estate sector. The essence and principles of mutual funds, ETF and REIT are presented, and the resulting weaknesses and advantages. According to the selected indicators, the profitability, riskiness and expense of the investment opportunities are examined and investment recommendations for management of an investment company and potential retail investors are established.
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Mathematical methods of investment portfolios construction
Kůs, David ; Witzany, Jiří (advisor) ; Zichová, Jitka (referee)
This thesis describes statistical approaches of investment portfolio constructions. The theoretic part presents modern portfolio theory and specific statistical methods used to estimate expected revenue and risk of portfolio. These procedures are specifically selection method, modelling volatility using multivariate GARCH model, primarily DCC GARCH procedure and Bayes approach with Jeffrey's and conjugated density. The practical part of the thesis covers application of above mentioned statistical methods of investment portfolio constructions. The maximization of Sharp's ratio was chosen as optimization task. Researched portfolios are created from Austria Traded Index issues of shares where suitable time series of historical daily closed prices. Results attained within assembled portfolios in two year investment interval are later compared.
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