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Alternative Investments in the Contemporary Period of Low Interest Rates.
Zavadil, Marek ; Schindler, Jaroslav (referee) ; Rejnuš, Oldřich (advisor)
The subject of the diploma thesis is to evaluate the development in post-crisis years and to determine the impacts that affect the current financial investment environment in the USA but also its future and create the prerequisites for other risks, which the market can affect in the next perspective and influence the global development. On this basis, a portfolio of the mutual fund will be drawn up, according to the assignment of its manager with an alternative investment component, which can adequately complement it in the current period of low interest rates.
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Reaction of retail investors to financial market movements and sentiment changes
Hromčík, Jakub ; Schwarz, Jiří (advisor) ; Petrásek, Lukáš (referee)
This bachelor thesis investigates two areas. First, we study the impact of sociodemographic attributes on retail ivnestors following robo-advice in the choices of ready-made portfolios of passive ETFs with unique risk levels by employing a logistic regression model. Second, we investigate the impact of sociodemographic attributes on retail investors' trading volume adjustments in periods of high expected market volatility as proxied by the VIX index, for which we employ panel data regression methods over 18 consecutive months during a relatively stable period from January 1st 2021 to the end of 2022. We find, in agreement with reasearch on human financial advice, that women are more likely than men to follow risk level recommended by a robo-advisor, while being a man is associated with assuming more risk than recommended. Due to model assumption issues, our results are rather inconclusive in whether men tend to react differently to periods of high expected market volatility. JEL Classification D90, D91, G40, G41, J16 Keywords ETFs, VIX, Robo-advisor, Ready-made portfo- lio Title Reaction of retail investors to financial market movements and sentiment changes Author's e-mail kubahromcik@gmail.com Supervisor's e-mail jiri.schwarz@fsv.cuni.cz
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Application of Fuzzy Logic for Evaluating Investments in Stock Markets
Jovič, Marko ; Janková, Zuzana (referee) ; Dostál, Petr (advisor)
The diploma thesis deals with the application of fuzzy logic in supplementary models that serve as a support tool for solving decision-making questions in the field of stock market investments. The models encompass evaluative criteria and their attributes, which are used to evaluate various types of investment assets. The models are implemented in MS Excel using the VBA programming language and MATLAB from MathWorks.
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The investment portfolio and its creation
Sivenkova, Darina ; Toman,, Petr (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the creation of a diversified investment portfolio. In the introductory part, the reader gets acquainted with the financial market and the used methodology. Stocks, bonds, ETFs, precious metals and currencies will be selected based on value screening, time series of macroeconomic indicators and price values. At the end of this work, the results of the methods used and proposals for selected strategies for retail investors will be published.
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The investment portfolio and its creation
Čermák, Jan ; Luňáček, Jiří (referee) ; Dohnal, Mirko (advisor)
The subject of the diploma thesis is the proposal of a sector-diversified investment portfolio of American value stocks for the use of an ETF fund. The thesis consists of three parts. In the first part, the necessary theoretical background is explained, on the basis of which the criteria for the selection of stock titles are determined. In the following part the fundamental analysis of selected stock titles is presented. The conclusion of the work is the proposal of a stock portfolio based on an investment recommendation and determination of the percentage representation of individual stock titles.
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Proposal for Investments in the Shares of Global Tobacco Companies to Complement the ETF Portfolio
Obůrka, Josef ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis is dedicated to the recommendation of supplementing the Exchange Traded Fund with shares of tobacco industry companies. The chapter of the theoretical basis of the work describes in more detail ETFs, investments and all kinds of indicators used in the analytical part. The analytical part proceeds from the selection of companies, through the analysis itself, to the verification of companies. Recommended companies, as well as anticipated industry developments and current risks of investing in shares, are presented in our own proposals.
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The investment portfolio and its creation
Sivenkova, Marietta ; Toman,, Petr (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the compilation of a diversified investment portfolio for a retail investor. Theoretical knowledge is defined in the first part of the thesis. In the next part, a comparison of two indices is made - S&P 500 and DJIA 30. Part of the diploma thesis is the analysis and comparison of each sector of the economy with shares according to 9 different indicators. Next, the ETFs of each of the precious metals are compared and the best ones are selected. In the end, an investment recommendation is formulated.
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Application of fuzzy logic as a support for decision-making in financial market
Mrňka, Richard ; Šuňavcová, Nikola (referee) ; Janková, Zuzana (advisor)
The diploma thesis focuses on the application of fuzzy logic for investment evaluation in the American stock market through ETF (Exchange Traded Funds) investments. The thesis proposes two decision-making models, one in Microsoft Excel and the other in MathWorks MATLAB. These models incorporate essential criteria for investing in ETFs. The outputs of fuzzy models aid in facilitating investment decisions for small investors and creating a diversified passive portfolio.
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