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Financial instruments - securities
Skořepa, Pavel ; Novotný, Štěpán (referee) ; Meluzín, Tomáš (advisor)
This work deals with the tools of financial market. It is demonstrated to a reader, what is the financial market composed from, how it actually works and what are the characteristics of securities, why the securities are used, what are the advantages and disadvantages. We are going to focus on field of mutual funds, as a part of collective investment. Thanks to investment questionary is made a research to find out which strategy is prefered by citizens. We are going to suggest the optimal financial portfolio to this strategy by the program GRANT. We are going to use the fuzzy logic characteristic and we are going to show to the investor how can he choose the suitable invesment tools to his portfolio according to his requierements.
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Investiční rozhodování v oblasti kolektivního investování v důsledku světové ekonomické krize
Foltýnová, Ivana
This diploma thesis deals with the effects of the global economic and financial crisis on undertakings for collective investment. The theoretical part is devoted to current legislation governing collective investment undertakings for collective investment and typology of individual funds. This part is followed by the definition of the crisis and its different periods, including the impact on the world as well as the Czech economy. In the first part of the practical part is an analysis of the volume of the Funds based on the development of major macro indicators. The second part is an analysis of several selected mutual funds of Raiffeisen banks, managed by Raiffeisen Capital Management.
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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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Do mutual funds offered in Czech Republic add value to investors?
Nosek, Jiří ; Hronec, Martin (advisor) ; Jakubík, Petr (referee)
We estimate the proportions of skilled, unskilled, and zero-alpha funds preva- lent in the mutual Funds population easily accessible by Czech Investors. We estimate alphas from a regression against a concise set of Exchange Traded Funds and control for luck using False Discovery rate. We design a straight- forward ETF selection algorithm and find that if investors adhere to simple diversification rules, they can outperform a large proportion of mutual funds. We further document a negative relationship between the performance of mu- tual funds and its Total Expense ratio, suggesting that portfolio managers are on average unable to compensate their costs with better performance. JEL Classification C12, C20, G12, G23 Keywords Mutual Funds, Exchange Traded Funds, Perfor- mance evaluation Title Do mutual funds offered in Czech Republic add value to investors?
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Aktivní a pasivní správa portfolia podílových fondů
Konečný, Jiří
Konecny, J. Active and passive portfolio management of mutual funds. Diploma thesis. Mendel university in Brno, 2017. This diploma thesis is focused on the comparison of active and passive portfolio management of mutual funds. In the theoretical part, collective investment schemes and basic types of mutual funds are described. Included is the description of both investment strategies and an overview of empirical studies, that handle the same topic. In the empirical part are compared actively and passively managed funds from 4 U.S. economic sectors. The comparison is based on different criteria and is made for different time periods. Investment recommendations are made according to obtained results.
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Podpora finančního rozhodování
Jakl, Roman
The diploma thesis deals with the design and partial implementation of a financial decision support system in a mutual funds field. The theoretical part describes a problematics of web applications, safety and testing of web applications, social responsibility and mutual funds. The practical part describes available commercial solutions, methods used for portfolio optimalization, the author's own design of the system and the author's contribution to the implementation of the system.
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Analýza výkonnosti podílových fondů a ETF fondů
Vystoupil, Jan
This Diploma thesis is focused on performance comparison between mutual funds and classic ETF. In the theoretic part, essence and the principle of functioning of mutual funds and ETF are described. In conclusion of the theoretical part is included an overview of empirical studies that are focused on the same topic. In the empirical part is performed comparison between mutual funds and ETF which are selected from 4 economic sectors and oriented on the American market exclusively. Funds performance comparison is performed from the perspective of chosen investment time horizon and in the context of declining, growing and stagnating of the American stock market. Investment recommendation is made according to results obtained from the empirical part.
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Souvislost společensky odpovědného investování a výkonnosti podílových fondů v České republice
Komínková, Andrea
Komínková, A. The relationship between social responsible investing and the performance of mutual funds in the Czech Republic. Bachelor thesis. Brno: Mendel University, 2018. The bachelor thesis identifies the relationship between socially responsible investment strategy and performance of mutual funds in the Czech Republic. The first part of the thesis focuses primarily on the definition of the social responsible investing and economics arguments for this investing strategy. The second part of the thesis is the empirical analyze the performance of group of social responsible funds and group of funds without social responsible strategy and after the comparation of performance results. Results of the empirical analyze are interpreted.
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Investice do nemovitostních fondů v ČR
Flídrová, Ivana
Bachelor thesis is focused on investing into real estate funds in the Czech Republic. Real estate funds and its advantages and disadvantages are introduced in the thesis. Analytical segment consists of comparison of Czech and foreign real estate funds and stock index PX (or PX-TR). Recommendations for investors are formed in the last part of the thesis.
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