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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Markowitzův model optimalizace portfolia
 POSTLOVÁ, Šárka
The thesis deals with modern portfolio theory. The theoretical part of the thesis describes the historical development of portfolio optimization and presents the basic theoretical background of the Markowitz model, the Tobin model and the Capital asset pricing model. In the practical part of the thesis, the models are applied to real data from two Czech securities markets, PSE and RM-S. An optimal portfolios composition is proposed by the three models mentioned above and then the outputs of the models are compared to the real datas from the next period. Finally, the benefits and drawbacks of the used models are evaluated.
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