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National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Investment Optimization
 Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on description of two models of mathematical programming - the network model and the Markowitz portfolio model, their connection and application in transportation problems. The goal of the practical section is to approach the description of these problems to the real situations and look for their efficient solutions at the same time. All of that is accompanied by examples on real data from capital market or own model data. The theoretical considerations and thoughts are implemented in programming language Matlab. All results are explained in context to both models. The thesis also includes the introduction to economical and statistical theory which is necessary to understand the problem.
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Selected financial optimization models
 Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on models of optimal asset and liability management. The practical section illustrates various ways of modelling strategies depending on the problem formulation, chosen set of assets and the type of the used optimization technique. The main examples are portfolio immunization and the Yasuda-Kasai model together with the extended version of Markowitz model. The author provides across the work an overview of different financial risks and various tools for their measurement together with possible formulations of expected returns relevant to the studied models. The individual models are compared and often extended by other constraints in order to improve their practical applicability. From the point of view of the mathematical optimization several ways of input data generation are described for example by using the extended Brownian motion. All practical parts go hand in hand with illustrative pictures and codes. The necessary financial and mathematical theory is included as well.
Detailed record
Investment Optimization
 Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on description of two models of mathematical programming - the network model and the Markowitz portfolio model, their connection and application in transportation problems. The goal of the practical section is to approach the description of these problems to the real situations and look for their efficient solutions at the same time. All of that is accompanied by examples on real data from capital market or own model data. The theoretical considerations and thoughts are implemented in programming language Matlab. All results are explained in context to both models. The thesis also includes the introduction to economical and statistical theory which is necessary to understand the problem.
Detailed record

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6 Bujnovský, David
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