Home > Search Results: Burianec, Dominik
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Testing the efficiency of capital markets in European economies
 Burianec, Dominik ; Pošta, Vít (advisor) ; Gawthorpe, Kateřina (referee)
This master´s thesis deals with testing the efficiency of capital markets. The subject to verification of the stock markets of Austria, Hungary, Germany, Great Britain, Czech Republic and Poland during the 2006-2016Q1. The aim of this work is to test the weak formo f efficiency in these markets. The hypothesis was tested using the ACF test ADF and KPSS tests, variance ratio test, run test and test of January effect.
Detailed record
The use of CAPM to create a portfolio
 Burianec, Dominik ; Pošta, Vít (advisor) ; Kulbakov, Nikolay (referee)
This thesis deals with the capital asset pricing model (CAPM). The first section describes the theoretical aspects of the model, assumptions and attributes. CAPM is widely used in the finance literature and can be used among all risky assets like stocks, bonds, real estate. The second part of the thesis is devoted to practical calculations, which are based on theoretical assumptions and the real data. There is calculated return and risk of quarterly held portfolio that is composed of the five most liquid securities traded on the Prague Stock Exchange
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English