National Repository of Grey Literature 1 records found  Search took 0.02 seconds. 
Kvantitativní podpora optimalizace akciového portfolia
Bumbálková, Edita
The thesis deals with the optimization of the stock portfolio using modern portfo-lio theory and mathematical programming. Optimization is achieved by Markowitz Model, the Capital Asset Pricing Model and Black-Litterman model. Stocks traded on the Prague Stock Exchange, Inc., are selected as exploration assets. The simula-tion technique Monte Carlo is used for the model evaluation.

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