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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 for Evaluating Investments in Stock Markets
Žigo, Tomáš ; Podešva, Lukáš (referee) ; Janková, Zuzana (advisor)
This diploma thesis deals with the evaluation of investments in stock markets through decision support models. Within the work, two decision support systems in the MS Excel and MATLAB programming environments are designed and created, which are implemented using fuzzy logic. The work describes the theoretical basis of the work, work in software environments, and the selection of investments in the stock market. The thesis also contains a definition of evaluation criteria and a description of the creation process of the decision-making system, from which investment recommendations are derived.
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Investment Portfolio and its Creation
Levíček, Milan ; Trávník, Vladimír (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the evaluation and comparison of the performance of real estate mutual funds and real estate ETFs. Their basic principles and differences are presented with a focus on their advantages and disadvantages for potential investors. At the end, selected funds are ordered by using selected indicators and investment recommendation is formulated.
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Comparison of Activ Managed Funds Collective Investment with Index Funds
Plundra, Tomáš ; Blank, Martin (referee) ; Rejnuš, Oldřich (advisor)
The bachelor thesis is focused on comparison of activ managed funds of collective investment with index funds. The first part defines notion of collective investment, its subjects, advantages and disadvantages. Second part analyses current situation of collective investment in the Czech republic and it compares open-end-fund with ETF. Thesis contains results of comparison of specific criteria and it helps to enlarge information about new possibilities of investment.
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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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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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