|
|
Application of Methods of Decision Making Theory on Investments in Unit Trusts
Zikmundová, Alena ; Borovička, Adam (advisor) ; Kuncová, Martina (referee)
The aim of this paper is the application of decision making theory on setting up portfolios for model investors. In the first part, there is a brief overview of the topic of investment and capital market. In the second part, there is a description of the principals of multiple criteria evaluation of alternatives and multiple objective programming and the specific methods used in the paper are described. In the application, there are individual portfolios set up from stock, security and money market unit trusts in two phases. In the first phase, the weights for individual criteria are calculated based on the preferences of the investors and the effective alternatives are chosen using the Electre I method. In the second phase, the method of weighted sum of part objective functions is applied.
|
|
|
Investment Options Population in the Czech Republic
Houska, Zbyněk ; Bartošová, Jitka (advisor) ; Bína, Vladislav (referee)
The aim of my thesis is to describe the functioning of capital markets in the Czech Republic and investment opportunities these markets offer the people of the Czech Republic . In the individual chapters, I will describe the potential risks that accompany the investment instruments, and recommend what position relative to the detected data on individual investments take. In conclusion, I will acquaint the reader with the attitude of Czech households for investments and debt and recommend what investment portfolio should take in order to ensure smooth functioning.
|
|
|
Portfolio performance measurement
Csörgö, Tomáš ; Radová, Jarmila (advisor) ; Málek, Jiří (referee)
The goal of the master thesis is to analyze portfolio performance. The theoretical part of the thesis describes risk, portfolio performance measurement, investment funds, theory of portfolio. The analysis of portfolio performance is measured by different portfolio measurement tools.
|
|
|
Precious metals as the monetary phenomenon in the history
Kašpar, Jan ; Revenda, Zbyněk (advisor) ; Šíma, Ondřej (referee)
The bachelor thesis focuses on the history of the precious metals in monetary economics. Firstly, a function of the precious metals in monetary standard is introduced together with related prerequisities for an economic development. The thesis deals merely with monetary standards connected mainly with gold and silver. In the next part, a historical period between years 1944 -- 1976 concerning monetary standards is depicted and also this period is assessed from the economic point of view. The final part of the thesis analyses contemporary precious metal market. The author starts with a basic description of the precious metal market and also with its current tendencies and subsequently proceeds to a practical use of the analysis in creating appropriate investment strategy.
|
|
|
Mapping project dependencies
Šárová, Irena ; Chocholatý, Drahomír (advisor) ; Roháčová, Barbora (referee)
This thesis describes the issue of project dependencies. In managing projects we meet almost every time some kind of dependency. Currently, the project is almost never an isolated group of activity that is able to independently bring same value or result. Therefore, this issue occurs in many areas of managing project. The first theoretical part is focused on some of these areas. It describes disciplines such as Project, Program and Portfolio management. These areas are characterized and then described how they can solve project dependencies. The second part is focused on matrices DSM and DMM, which can serve as one of the methods to effectively manage all connections and dependencies in projects. Area DSM and DMM matrix is first explained and then are expressed its possibilities. In the last part are the information gained in the previous phase applied to a practical example in the banking environment. The method is applied to 25 projects that are guided in an unnamed banking institution. For these projects are set dimensions and are subsequently compiled specific DSM (Dependency Structure Matrix) and DMM (Domain Mapping Matrix) matrices. To certain dimensions is then used clustering method and on the resulting matrix is used simple matrix notation, such as transposition and matrix multiplication. It will create basically a tool, which is a network of all the dependencies between dimensions and projects that can simulate pre-defined scenarios.
|
|
|
Selection of investment options using the methods of decision theory
Pražák, Petr ; Borovička, Adam (advisor) ; Kobzareva, Maria (referee)
The diploma thesis deals with financial planning using the multi-criteria methods for evaluation of alternatives. The theoretical part of this work includes basic phrases of multicriteria decision making, there are concretely described the methods with the cardinal information and methods of calculation of the criteria weights. There are also exactly written the procedures how to realize mortgage loans. The reader is informed with problems of target programming and basic financial and insurance patterns. The core of this thesis is chapter four. The beginning of the fourth chapter is focused on the selection of appropriate criteria and the assignment of their weights. Most calculations are made with help of the Sanna MS Excel add-in application. Finally the author formed the financial portfolio by using software Lingo. There are established two investment options and these options are compared. The main objective of this thesis is to compare which of these two chosen options is more profitable in the long run.
|
|
|
Multi-criteria decision making in collective investment
Budáčová, Andrea ; Borovička, Adam (advisor) ; Kuncová, Martina (referee)
The aim of this paper is the application of the multi criteria decision making theory in collective investment. The theoretical part of paper describes the financial and capital market, collective investment and its history, association for capital market AKAT, multi-criteria decision making methods and basic portfolio theory. The practical application of the theory is application of multi criteria decision making methods to real data in two phases: the effective alternatives selection and multiple objective programming portfolio selection for different investor types.
|
|
|
Portfolio of generic pharmaceutical company focused on maximized sales
Kadlecová, Lenka ; Lešetický, Ondřej (advisor) ; Komárková, Lenka (referee)
The diploma thesis deals with definition of the main part of optimal portfolio of pharmaceutical company. The goal of the thesis is to identify top ten anatomical-therapeutic groups by sales, which can set up the main part of maximized sales portfolio. Approach of the diploma thesis is authentic strategic decision of man-agement of generic pharmaceutical company that penetrates Czech market. Dispensable materials for manager decisions consist of common access resources. Materials go with information about competition's sales, figures about the medication's movement in distribution chain and data of payer's costs. The decision will be made in simple one-criterion choice. The significance of the anatomical-therapeutic groups will be confirmed by epidemiological data.
|
|
|
Multi-Project Environment in Outsourcing
Blažík, Radek ; Chocholatý, Drahomír (advisor) ; Řepa, Václav (referee)
This master thesis deals with the issue of managing a group of projects from the perspective of an outsourcing provider. The goals of this master thesis are to define the area of multi-project environment in outsourcing, describe features of a real example of such environment, identify characteristic features in them and design a set of recommendations for its efficient management. In the first part, the area and conditions of multi-project environment in outsourcing are defined. Subsequently, the theoretical knowledge in literature is analyzed. The second part focuses on practical research in a real organization dealing with this kind of project management. First, the methodology of the research is defined, then the results are described in detail. Using the previously collected knowledge the third part identifies features which are typical for multi-project environment in outsourcing. This means those areas which require attention and can be generalized in this field of project management. Based on the previous knowledge, the fourth part sets recommendations for efficient management of multi-project environment in outsourcing within identified characteristics. The original contribution of this master thesis is the definition of multi-project environment in outsourcing, identification of its characteristic features and set of recommendations for its efficient management.
|
|
|
History of mathematical modelling on financial markets
Cigán, Martin ; Brada, Jaroslav (advisor) ; Langer, Miroslav (referee)
The main goal of this thesis is to introduce the reader to the evolution of some of the well-known mathematical models used in the valuation of investment instruments. The first chapter deals with some of the basic terms used in the following text. The next chapters introduce mathematical models, which are used to valuate stocks, bonds and derivatives. Each chapter contains also a brief description of the instrument itself and in some cases the methods used to evaluate the instruments before the introduction of models. The thesis contains a chapter on concept of portfolio due to its importance in the development of mathematical modelling in this field.
|
guest ::
