National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Assessment of stock market efficiency and selection of a suitable investment strategy
SCHREIB, Vladimír
The work aims to approach the analysis of the efficiency of the stock markets and to create a suitable investment strategy, the result of which is the maximization of the possible return. The theory of efficient markets is based on the assumption that there are no stocks on the market that would be poorly valued, since all information is available and is immediately reflected in the share price. Based on that assumption, abnormally high profits that would exceed the market average cannot be achieved in the long term. Using statistical tests, the research compares the efficiency and performance of stock markets across stocks and indexes from around the world in the period from 2017 to 2021 and then selects an appropriate investment strategy using a passive, technical and fundamental strategy. The conclusion is that although the markets behave very differently, the overall efficiency could be described as weak. A passive portfolio investment was chosen as a suitable investment strategy.
Model of the stock market and financial crisis
CHAJMOVÁ, Naděžda
The aim was to determine the behavior of time series of selected indices. On these indices, I sought structural changes and breakpoints. Then I found the breaking point by fixed periods of time series and regression using lieární estimate their parameters. By exponential smoothing, I identified the prediction index.
Impacts of mortgage crisis in the banking sector USA and EU
Novák, Robert ; Burgerová, Jiřina (advisor) ; Ježek, Tomáš (referee)
My work focuses on impacts of mortgage crisis in the banking sector, in particular, the USA and the EU after the collapse of the bank Lehman Brothers. The first chapter focuses on the general causes of the crisis. The second chapter focuses on the risks that are associated with the banking business. The second part of my work deals with individual the falls of the banks and financial assistance of the individual governments to the banking industry. The last chapter of my work evaluates impact on the Czech banking sector.

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