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Portfolio optimization using risk premia
 Novotná, Tereza ; Kopa, Miloš (advisor) ; Branda, Martin (referee)
The main topic of this thesis is Portfolio Optimization Using Risk Premia. Basic terms are defined there such as utility function, investor's risk aversion, risk premia, absolute risk aversion measure and portfolio optimization. There are also stated important theorems about risk aversion. For better understanding, there can be found few examples. At the end of this thesis is shown empirical study. It presents how the restriction of risk premia affects optimal investment and other numerical results.
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