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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Dynamic Asset Allocation
 Kudrna, Aleš ; Málek, Jiří (advisor) ; Fučík, Vojtěch (referee)
Today, there is a large amount of assets which are offered to investors, and if we consider the possibility of relocating the investor's funds, we come to a very complicated problem, which this thesis aims to cover. The main objective is to explore the basics of the portfolio theory and its real usage in practice. Emphasis is put on the periodic re-optimizing of the investor's portfolio and getting the answer to the question of whether such conduct is more successful than the standard and investment in equity indices. The theoretical part summarizes the currently used approaches to optimization which are tested in the practical part on real data and evaluated.
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