|
|
International diversification and portfolio risk
KRÁL, Tomáš
The thesis analyses the relationship between international diversification and portfolio risk. The aim of the thesis is to construct and analyse a custom investment portfolio of selected international stocks and evaluate how diversification of these assets from different markets affects the overall portfolio risk. In the theoretical part, the basic terms are defined in order to understand this work. The practical part includes the German portfolio and the international portfolio which each consists of ten chosen stocks of companies that are traded on a stock exchange during the period from January 1, 2019 to January 1, 2024. Each company in the German portfolio was matched by a company in the international portfolio with a similar size of market capitalisation and business in the same sector. Then in the practical part the historical rates of return, historical values of risk, coefficients of variation, covariances and correlations of all stocks and historical rates of return, historical values of risk and effective boundaries of these two portfolios are calculated. Then the efficient boundaries are compared, the efficient boundary of the international portfolio achieved higher monthly historical rates of return at lower historical values of risk than the efficient boundary of the German portfolio. The results of this work are intended to serve as a tool to better understand the impact of international diversification on portfolio risk and may offer recommendations for investors on optimal asset allocation in an international investment environment.
|
|
|
Portfolio Optimization
Šilarová, Hana ; Karlíková, Jana (referee) ; Novotná, Veronika (advisor)
This master’s thesis deals with problematics of portfolio theory, which helps to create optimal portfolios for the selected investment company. Portfolios consist of shares, which are traded on New York Stock Exchange and which include a historical value at least for two years. There are two ways of creating portfolios. The first way is the portfolio with minimal risk and no required return and the second way is the portfolio with minimal risk and required return. In this thesis are used mathematical methods, which include a linear algebra, an optimization and a statistics.
|
|
|
Diversification of the Real Estate Mutual Fund Portfolio
Coufal, Marek ; Bohuněk, David (referee) ; Rejnuš, Oldřich (advisor)
The thesis deals with the composition of the real estate fund portfolio and recommendations for possible changes. The fund consists of real estate in the Czech Republic. The composition of the real estate portfolio is chosen based on an evaluation of the profitability of the property, and on the basis of their building use profile to diversify the risk of focusing on the single segment.
|
|
|
Portfolio Diversification through Investment in Stock Indices
Křižka, Adam ; Ryndová, Jitka (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis focuses on the design of suitable stock exchange indices for portfolio diversification. The essence and principle of functioning of financial markets and investment funds is presented. According to suitable indicators, stock exchange indices are analyzed and compared with the market. Suitable indices are verified by means of correlation analysis and subsequently recommended to diversify the portfolios of investment funds managed through the investment company.
|
|
| |
|
|
A Critical Analysis of Feasibility of a Development Project
Chára, Martin ; Gebas, Miroslav (referee) ; Škapa, Stanislav (advisor)
Diploma thesis elaborates the issues of the development projects. One of the sections of this thesis brings out necessary description and break down of the development activities and risks that are part of the development projects. Substantial part of the thesis aims on the evaluation of the projected profits (revenues) from the sales of the residential apartment units. Section studies all factors that have impact on the cost, e.g. locality, architectural disposition and more. Practical section of the thesis explains and comments on evaluation of the development project "residential house" Pilot 3 and projection of the revenues of this project.
|
|
|
Technical Analysis
Hlavenka, Dušan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
This Bachelor´s thesis focuses on the issue of the use of statistical concepts in economics with a focus on financial market in the Czech Republic. Specifically, the work deals with emissions that are included in the Prime Market Index PX and monitored and recorded Stock Exchange in Prague. The essence is the analysis of individual stocks and calculating statistical parameters that should be relevant to potential investors in the financial market favoring technical analysis.
|
|
| |
|
|
Investment portfolio and its creation
Ryba, Jan ; Širůček,, Martin (referee) ; Ptáček, Roman (advisor)
The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.
|
|
|
Portfolio Proposal of the Fund of Hedge Funds
Fischer, Karel ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the portfolio creation of the fund of hedge funds. Theoretical part describes investment concepts, the theoretical and legislative parts of hedge funds and decription of the various methods used in practical part. The practical part is focused on the selection, analysis and comparison of the hedge funds. Proposal part contains investment recommendations of the portfolio of funds which meet requirements of the management of ABC fund.
|
guest ::
