National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Use of mathematical methods in creating an investment portfolio
Holub, Miroslav ; Novotná, Veronika (referee) ; Janková, Zuzana (advisor)
The bachelor thesis is focused on the use of mathematical methods in creating an investment portfolio, which is designed for small investor. The theoretical part of the thesis describes the necessary knowledge to understand Markowitz model, selected indicators of financial analysis and the Value at Risk method. The practical part contains a selection of investment instruments traded on the US market according to established criteria, the creation of a real portfolio of these investment instruments and the final evaluation of results.
Use of mathematical methods in creating an investment portfolio
Holub, Miroslav ; Novotná, Veronika (referee) ; Janková, Zuzana (advisor)
The bachelor thesis is focused on the use of mathematical methods in creating an investment portfolio, which is designed for small investor. The theoretical part of the thesis describes the necessary knowledge to understand Markowitz model, selected indicators of financial analysis and the Value at Risk method. The practical part contains a selection of investment instruments traded on the US market according to established criteria, the creation of a real portfolio of these investment instruments and the final evaluation of results.
Analýza výkonnosti klasických (nepákových) a pákových ETF obchodovaných na americkém trhu
Ruml, Václav
This thesis deals with exchange traded funds (ETFs). The theoretical part is focused on familiarization with the issue from a broader perspective in the form of collective investment characteristics, leading through the current trends in this area. This part is followed by chapter about ETF, including specific areas. Selected classic and leveraged ETFs are analyzed in the practical part for the period between 2010 and 2015. Funds are analyzed on the basis of NAV in the terms of return and risk represented by selected indicators. Results are commented in a broader context in summary and discussion chapter as well as recommendations.

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