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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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Invest of Retail Investors in Collective Investment Funds
Kyllarová, Barbara ; Komárková, Miroslava (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis deals with the investment of small investors in collective investment funds and the recommendation of a suitable investment fund for a given investor. The theoretical part is devoted to general investment concepts with a focus on collective investment funds and evaluation of their return, risk and liquidity. The practical part is devoted to the selection, analysis and comparison of funds. The design part contains investment recommendations of a specific fund meeting the investment requirements of a specific investor.
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Application of Mathematical and Statistical Methods in Company Management
Brančík, Jakub ; Janková, Zuzana (referee) ; Novotná, Veronika (advisor)
This master thesis deals with the investment recommendation for Czechoslovak Com- mercial Bank, a.s. The recommendation is based on business strategy based on Fibonacci retracement and analysis of the current risks of financial markets. The first part deals with the parameters and the results of the business strategy. Second part proposes investment and non-investment recommendations. At the end of the thesis are summarized all aspects of the research.
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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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Comparison of investment opportunities in mutual funds
ČERMÁKOVÁ, Tereza
This work explores comparison of investment opportunities in mutual funds. The bachelor thesis deals with the collective investment in the Czech Republic, mutual funds and the influence of financial crisis on collective investmen. The thesis is focused on the comparison of selected mutual funds and their recommendations. The main aim of this thesis is to evaluate the situation on the securities market of mutuals funds in the Czech Republic,the classification of mutual funds, their comparison according to selected criteria and the evaluation of individual mutual funds. Finally, the selected investments are assessed according to revenues, risk and liquidity, based on analysis of data obtained from the selected investment companies websites. The study result is the recommendation investment strategy in form of the compilation and assesment of several investments portfolio.
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ICT Support for Investment Portfolio Creation
Přemyslovský, Tomáš ; Lerch, Tomáš (referee) ; Kříž, Jiří (advisor)
This bachelor thesis deals with an approximation and explanation of processing of individual portfolios especially for clients of financial consulting companies, which are focused on the mediation of investment products. The aim is to create ICT support system, primarily for beginning consultants in the company. The main emphasis is based on the fact that the created software is intuitive, efficient and effective instrument to assist in the compilation of portfolios for the final investor.
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Analysis of the collective investment in the Czech republic
ŠAŇKOVÁ, Klára
The bachelor thesis deals with the issue of collective investment. Its aim is to evaluate the current situation in the Czech Republic and analyse the specific characteristics of the sector. The main theme of the thesis is profitability, cost and volatility of selected open-end mutual funds. The practical part deals with comparison of mutual funds as equity and bond funds. The attention is given to selected Czech funds which were chosen with the same level of risk on the market. From the best of the selected mutual funds there are also created portfolios for different risk groups of investors.
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Is it worth investing in Czech mutual funds?
Sedlačík, Adam ; Křehlík, Tomáš (advisor) ; Pištora, Vojtěch (referee)
In the Czech Republic many people do not invest. Therefore, we try to find out whether Czech mutual funds offer a good opportunity for investment on the Czech market in comparison with American funds. We use Sharpe ratio, Treynor index, Jensen's alpha and Modern portfolio theory to find this out. We conclude that Czech bond mutual funds are safe place to put your money in even though they provide small but almost certain returns. Czech stock funds perform worse than their American counterparts in terms of Sharpe ratio, Treynor index and Jesen's alpha. Applying modern portfolio theory proved to be beneficial in case of mutual funds in the Czech Republic. Powered by TCPDF (www.tcpdf.org)
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Collective investment in the CEE region: risk and return comparison
Šmejkal, Jan ; Streblov, Pavel (advisor) ; Babin, Adrian (referee)
The purpose of this thesis is to analyze mutual fund performance in the Central and Eastern Europe - CEE region. The author chose two countries from this geographic region, the Czech Republic and Poland. Using the econometric model that is based on CAPM (Capital Asset Pricing Model) the author compares past performance of equity and bond oriented mutual funds. This thesis also examine the theory which states that most of mutual funds are not able to outperform the benchmarks in real terms as they charge relatively high fees. Keywords Mutual funds, Emerging market mutual funds, CEE region, Performance evaluation
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Data Envelopment Analysis with financial application
Marcinek, Daniel ; Branda, Martin (advisor) ; Zichová, Jitka (referee)
This thesis deals with various methods of Data Envelopment Analysis and their use in finance. Efficiency is measured by a ratio of weighted outputs to weighted inputs. From this model, a fractional programming problem is formed, which is then transformed into a linear programming problem. We derive a dual problem for that one. We also introduce another methods of Data Envelopment Analysis. We explain difference between a constant return to scale and a variable return to scale. We deal with a risk measures, which are considered as the inputs together with the management fees. We use gross returns as the single input. We apply these models to 15 mutual funds, determine efficiency of these mutual funds and compare these methods with another one. At the end we determine how the efficiency changes if we use only the risk measures as the inputs.
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