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National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Securities portfolio optimization
 Pinkava, Ondřej ; Bartošek, Vladimír (referee) ; Sojka, Zdeněk (advisor)
This dissertation deals with the securities portfolio optimization. After introducing the definitions, I try to explain the particular investment instruments with regard to returns and risks. The following part provides a theory which tells more about different market risks and returns on the final securities portfolio. Concerning these models the effective portfolio has been set up.
Detailed record
Securities portfolio optimization
 Pinkava, Ondřej ; Bartošek, Vladimír (referee) ; Sojka, Zdeněk (advisor)
This dissertation deals with the securities portfolio optimization. After introducing the definitions, I try to explain the particular investment instruments with regard to returns and risks. The following part provides a theory which tells more about different market risks and returns on the final securities portfolio. Concerning these models the effective portfolio has been set up.
Detailed record
Financial optimization
 Štolc, Zdeněk ; Kuncová, Martina (advisor) ; Kalčevová, Jana (referee)
This thesis is focused on a theoretical explanation of some models for the optimization stock portfolios with different risk measure. The theory of the nonlinear programming is detailed developed and also basic Markowitz`s model with another optimization models as Konno -- Yamazaki`s model, Roy`s model, semivariance approach and Value at Risk approach, which are based on alternative risk measure. For all models the assumptions of their applications are highlighted and the comparation of these models is made too. Analytical part is concerned in the construction of the effecient portfolios according to the described models is made on the historical market prices of 13 companies traded on Prague Stock Exchange in SPAD.
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