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Vývoj závislosti států EU na importu zemního plynu z Ruské federace
Suchý, Dominik
Suchý D., Progression of the dependence of EU states on natural gas import from the Russian Federation. Bachelor thesis. Brno. Mendel University in Brno, Faculty of Business Economics. The main aim of this bachelor thesis is to compile four evaluation criteria based on collected data from the period 2006–2017 and to quantify and evaluate the progression of dependence of EU member states on natural gas imports from the Russian Federation.
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Změny v postavení zemědělského podniku v současném prostředí agrobyznysu České republiky
Petrášová, Leona
Petrášová, L..Changes in the status of the agricultural company within the agribusiness of the Czech Republic. Brno, 2017. Diploma thesis. Mendel University, Superviser of thesis Ing. Ivo Zdráhal, Ph.D. This diploma thesis deals with developmental changes of an agricultural business environment. In the theoretical section, this development is observed at a moni-tored company PATRIA Kobylí, a.s. The acquired knowledge is further verified in the practical section. The thesis is elaborated in form of a case study which aims to evaluate the development since the founding of the company till the present, and to reflect selected indicators such as sowing areas, yields from the area and prices in the company. Those indicators are compared with the statistical data of the Czech Republic. Three core commodities (winter wheat, milk, apricots and wine) were selected to examine the indicators. Last but not least, the thesis also deals with the strategy of diversification of activities, which is represented by production of plastic constructions. A SWOT analysis suggested strategies which are to be seen as opportunities for future plans. A financial analysis of the company and grants that play a large part in the company´s profitability are included in the final segment of the diploma thesis. Formula clause:I hereby declare that, this thesis entitled „Changes in the status of the agricultural company within the agribusiness of the Czech Republic” was written and completed by me. I also declare that all the sources and information used to complete the thesis are included in the list of references. I don´t agree that the thesis could be made public in accordance with Article 47b of Act No. 111/1998 Coll., Higher Education Institutions and on Amendments and Supplements to Some Other Acts (the Higher Education Act), and in accordance with the current Directive on publishing of the final thesis and I request to postpone the publication of the thesis in its entirety for a period of 3 years. I am aware that my thesis is written in accordance to Act. 121/2000 Coll., on Copyright and therefore Mendel University in Brno has the right to conclude licence agreements on the utilization of the thesis as a school work in accordance with Article 60(1) of the Copyright Act. Before concluding a licence agreement on utilization of the work by another person, I will request a written statement from the university that the licence agreement is not in contradiction to legitimate interests of the university, and I will also pay a prospective fee to cover the cost incurred in creating the work to the full amount of such costs.
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Investment Optimization
Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on description of two models of mathematical programming - the network model and the Markowitz portfolio model, their connection and application in transportation problems. The goal of the practical section is to approach the description of these problems to the real situations and look for their efficient solutions at the same time. All of that is accompanied by examples on real data from capital market or own model data. The theoretical considerations and thoughts are implemented in programming language Matlab. All results are explained in context to both models. The thesis also includes the introduction to economical and statistical theory which is necessary to understand the problem.
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Portfolio Diversification through Investment in Stock Indices
Křižka, Adam ; Ryndová, Jitka (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis focuses on the design of suitable stock exchange indices for portfolio diversification. The essence and principle of functioning of financial markets and investment funds is presented. According to suitable indicators, stock exchange indices are analyzed and compared with the market. Suitable indices are verified by means of correlation analysis and subsequently recommended to diversify the portfolios of investment funds managed through the investment company.
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Risk aversion in portfolio efficiency
Puček, Samuel ; Branda, Martin (advisor) ; Kopa, Miloš (referee)
This thesis deals with selecting the optimal portfolio for a risk averse investor. Firstly, we present the risk measures, specifically spectral risk me- asures which consider an individual risk aversion of the investor. Then we propose a diversification-consistent data envelopment analysis model. The model is searching for an efficient portfolio with respect to second-order sto- chastic dominance. The crux of the thesis is a model based on the theory of multi-criteria optimization and spectral risk measures. The presented mo- del is searching for an optimal portfolio suitable for the investor with a given risk aversion. In addition, the optimal portfolio is also consistent with second- order stochastic dominance efficiency. The topic of the practical part is a nu- merical study in which both models are implemented in MATLAB. Models are applied to a dataset from real financial markets. Personal contribution lies in comparing the diversification-consistent data envelopment analysis model and model based on multi-criteria optimization, both with respect to second order stochastic dominance efficiency.
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Diversification of the Real Estate Mutual Fund Portfolio
Coufal, Marek ; Bohuněk, David (referee) ; Rejnuš, Oldřich (advisor)
The thesis deals with the composition of the real estate fund portfolio and recommendations for possible changes. The fund consists of real estate in the Czech Republic. The composition of the real estate portfolio is chosen based on an evaluation of the profitability of the property, and on the basis of their building use profile to diversify the risk of focusing on the single segment.
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Mexico's Trade Policy During the Pena Nieto Administration
Ferrara Torres, Geovanna ; Kozák, Kryštof (advisor) ; Benáček, Vladimír (referee)
Mexico's Trade Policy During The Pe Kryštof Kozák, Ph.D. Despite the efforts of trading with other countries, there is still a dominant economic dependence on the United States due to the NAFTA agreement. The master thesis studies Mexico's trade policy and its effects on trade during the Peña Nieto administration with particular attention paid to how the government has tried to diversify trade. A descriptive analysis is used with research in exports, imports and foreign direct investment.
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Portfolio optimization for an P2P investor on Zonky
Jonáš, Filip ; Polák, Petr (advisor) ; Máková, Barbora (referee)
This thesis analyzes the Czech peer-to-peer lending platform Zonky. The goal was to find the optimal portfolio for a risk-averse investor investing in Zonky loans. For this purpose, the Modern portfolio theory from Markowitz was used. Based on the provided loan book containing information about loans which Zonky has provided since its foundation we examined the statistical properties of the individual risk categories represented by the interest rate charged. The optimization was done using the Excel Solver tool assuming that the loan categories are uncorrelated as well as considering the correlation we found using the variance- covariance matrix. For both cases, the portfolio minimizing the standard deviation as well as the portfolio which maximizes the Sharpe ratio was found. Generally, both types of portfolios were comprised mainly of loans with lower interest rate. According to our results, it seems that such loans offer better relationship between risk and return compared to categories which are riskier. Also, we showed that the platform's recovery rate has a significant impact on the performance of the loan categories especially of those which are among the riskiest. Furthermore, we demonstrated that the correlation between individual risk categories should not be ignored when a portfolio...
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Portfolio diversification
TRAN, Viet Hung
The main purpose of this bachelor work is to assemble a personal portfolio made of ten randomly chosen stocks, verifying the effect of diversification and analysing the influence it has on return and risk of the chosen portfolio. The used method is Markowitz's portfolio theory, the source of data are monthly adjusted closing prices for the period from 1. January 2014 to 1. January 2019 of ten randomly chosen companies, issuing shares, which are traded on NYSE stock exchange. The results relate to the profitability of individual shares, the risk of individual shares found with standard deviation and coefficient of variation, the profitability of portfolio, the risk of portfolio, the covariation, the correlation coefficient and the effective threshold of portfolio.
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