|
|
Optimization of investment decisions in international trade
Gondeková, Tatiana ; Taušer, Josef (advisor) ; Kopa, Miloš (referee)
In this thesis, a portfolio optimization with integer variables which influence optimal assets allocation in domestic as well as in international environment, is studied. At the beginning with basic terms, assets and portfolio background, incentives of portfolio creation, fields of portfolio application and portfolio management is dealt. Following the characteristics of assets and portfolios (expected return, risk, liquidity), which are used by investors to value their properties, are introduced. Next the mean-risk models are derived for the measures of risk - variance, Value at Risk, Conditional Value at Risk and prepared for a practical application. Heuristics implemented in Matlab and standard algorithms of software GAMS are used for solving problems of the portfolio optimization. At the end optimization methods are applied on real financial data and an outputs are compared.
|
|
|
Zákon o odpadoch a jeho vplyv na zahraničný obchod
Gondeková, Tatiana ; Sato, Alexej (advisor) ; Schwarz, Vítězslav (referee)
Práca spracováva aktuálnu situáciu v Českej republike v oblasti odpadového hospodárstva a posudzuje implementáciu odpadovej legislatívy Európskej únie v podmienkach ČR. Sleduje sa vstup výrobkov na trh Spoločenstva, povinnosti výrobcov/dovozcov a systémov, ktoré nakladajú s odpadmi po ukončení životnosti výrobkov. Dôraz sa kladie na komunálny odpad, toky výrobkov ako elektozariadenia, autovraky a z nich vznikajúce odpady, ktoré najviac ovplyvňujú život bežného občana.
|
guest ::
RSS feed.