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Social Responsible Investment
Kličková, Adéla ; Šmajer, Vojtěch (referee) ; Pavláková Dočekalová, Marie (advisor)
This master thesis analyses socially responsible investments. Socially Responsible Investment aims to create a positive impact on society and the environment. Its aim is to evaluate and analyze funds’ performance and methods of assessment. The added value of the theme lies in the potential for further development of sustainable investment, focusing on the current opportunities that investors can use on the Czech market.
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Performance Evaluation of Real Estate Investment and Mutual Funds
Janková, Zuzana ; Novotná, Veronika (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the evaluation and the comparison of the performance of mutual funds and investment funds with a focus on the real estate sector. The essence and principles of mutual funds, ETF and REIT are presented, and the resulting weaknesses and advantages. According to the selected indicators, the profitability, riskiness and expense of the investment opportunities are examined and investment recommendations for management of an investment company and potential retail investors are established.
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Investment in Collective Investment Funds
Gajdůšek, Michal ; Slezák, Tomáš (referee) ; Rejnuš, Oldřich (advisor)
Bachelor thesis is focused on selection and evaluation of collective investment funds for the purpose of company’s disposable money investment. Theoretical part describes investment concepts and czech legislation relating to investment funds and collective investment funds. Theoretical part also describes methods used in practical part. Practical part is focused on funds selection (only funds under Czech national bank supervision), their analysis and comparation. Proposal part contains proposal of an investment recommendation in form of a specific fund that meets company’s criteria.
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The performance of the Czech Private Pension scheme: Current Design and its position within CEE countries
Hlaváč, Jan ; Schneider, Ondřej (advisor) ; Benáček, Vladimír (referee)
This thesis focuses on the comparison of financial performance of the Czech voluntary private pension scheme with five other reformed private pension schemes in the region of Central Eastern Europe (Bulgaria, Croatia, Hungary, Poland and Slovak Republic). The current state and the recent development of the Czech private pension scheme are analyzed in the first part of the thesis. In the main part of this work we construct the dataset of periodic scheme returns covering the last decade, and estimate the schemes Sharpe ratios (SR) for four reference benchmarks. To complement the analysis we also employ the Sharpe style analysis to evaluate the impact of managerial decisions of market selection/timing on the scheme returns. The findings suggest that except for Poland none of the schemes managed to beat its long-term domestic benchmark (10-year government bonds) as the SRs estimates turn out to be negative. The highest underperformance was found in the case of Czech Republic. The results of style analysis suggest a modest positive influence of the active managerial decisions on the scheme returns with respect to the passive investment strategies.
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Porovnanie dôchodkového sporenia na Slovensku s inými druhmi dlhodobého sporenia
Vanko, Juraj
This bachelor thesis studies retirement saving system in Slovakia and options of its realization. The goal of thesis is to review selected types of saving systems, which are second pillar, third pillar, collective investment and investment life in-surance. The theoretical part will be dedicated to principles of operation of each product and Sharpe ratio will be presented in this part. Theoretical knowledge will be used in the practical part for calculations of the Sharpe ratio and following comparison of selected products.
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Zhodnocení investičních produktů dle způsobu jejich řízení
Maštalíř, Jiří
Bachelor thesis is focused on investments to mutual funds and exchange traded funds. Includes the characteristic of the most important concepts of collective investments from the legal forms through the identification of advantages and disadvantages to the presentation of the investments products themselves and their strategies. The primary objective of the thesis is to compare the various investment products according to the way of their management. Then are made recommendations on which investment style and strategy are best suited to retail investor.
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Zhodnocení volných peněžních prostředků na trhu podílových fondů
Smolík, Jakub
The bachelor thesis deals with evaluation of the performance of mutual funds in the Czech Republic. The first part of the thesis defines the issue of collective investment, its advantages and disadvantages, entities operating on the financial market with mutual funds and their classification. There are also described the individual mathematical methods and indicators, according to which the performance of the funds is evaluated. The defined methods were applied to selected funds and then the results were compared. On the basis of the analysis and comparation of the subfunds, investment recommendations were made to fictitious investors distinguished by investment strategies. Recommended funds are Conseq Invest Conservative, Generali Corporate Bond Fund and Generali Global Brand Fund.
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Využití rozkladu pákových ETF při tvorbě investiční strategie
Švábenský, Jakub
The diploma thesis deals with comparison performance of leverage and inverse exchange traded funds and their underlying assets in the USA. The theoretical part is focusing on the description of collective investment, mutual funds, exchange traded funds and overview of the main conclusions of empirical studies which are focused on the similar topic. The empirical part is focused on comparison performance of leverage and inverse ETF on given investment horizons according to the yield-risk indicator in 2014–2019. Based on result is recommended the most appropriate investment strategy for each underlying asset.
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Tři loukotě českého investora
Rozsypal, Tomáš
The three spokes rule poses a diversified investment and divides it into three sec-tors: real assets, real estate and products of financial market. The issue of holding property with relation to economic cycles is composed from the perspective of a do-mestic investor. In this thesis, there are four models. Each of them is composed of different proportion of assets. The examples are described in horizons of 5, 10 and 15 years. The resulting comparison is made by Sharpe ratio. The results of this bach-elor thesis recommend, how to choose the structure of portfolio of Czech investor for a timeline.
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Investment in Collective Investment Funds
Gajdůšek, Michal ; Slezák, Tomáš (referee) ; Rejnuš, Oldřich (advisor)
Bachelor thesis is focused on selection and evaluation of collective investment funds for the purpose of company’s disposable money investment. Theoretical part describes investment concepts and czech legislation relating to investment funds and collective investment funds. Theoretical part also describes methods used in practical part. Practical part is focused on funds selection (only funds under Czech national bank supervision), their analysis and comparation. Proposal part contains proposal of an investment recommendation in form of a specific fund that meets company’s criteria.
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