The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.

The aim of this master thesis is to create investing stock portfolio using value screening, money aggregate MZM and stock prices of chosen companies. Funding is realized by Dollar-cost averaging method. First part introduces reader to stocks and its place at financial market. Afterwards comes introduction to investments and applied Dollar-cost averaging method and authors customisations of this method. Final part contains results of customised Dollar-cost averaging method and suggestion for its usage at financial market.

The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.

This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subsequently tested in the MetaTrader trading platform. They have been finally optimized using sensitivity analysis.

The main aim of this diploma thesis is to analyze the options of trading Forex by combining fundamental and technical analysis in connection to intraday trading. One of the goals is to identify pros and cons of these analysis. Based on the gained information, design trading portfolio consisting of different strategies. Each strategy will be programmed as automated trading system and optimized and tested on historical price data.

The purpose of this investigation was to test the theoretical possibility of an investor earning a positive cash return from the activities of the stock market despite effectively holding no position at all in said market. The sample data were the daily returns for the shares of the 780 companies listed on the NASDAQ and the New York Stock Exchange (“NYSE”), which fell within the top 500 listed companies by market capitalisation between 1 January 2005 and 31 December 2017. The reversal strategy’s performance was evaluated using portfolios constructed as quantiles of 100 or 500 shares, respectively, where the investor had the option of implementing the reversal strategy immediately after an information-gathering period closed or a day thereafter. The time intervals used were 1 January 2005 to 29 September 2008 (the day the Dow Jones Industrial Average crashed by 777.68 points), 29 September 2008 to 31 December 2017 and 1 January 2005 to 31 December 2017. Of the 1000 portfolios tested in each time interval, at least 416 had positive average returns in every time interval. Of the portfolios that had positive average returns over the time intervals, at least 66 had statistically significant average returns in every time interval. The best-performing portfolio for the entire sample period was a combination of the best-performing pre-crash and post-crash portfolios - an investor who held that portfolio realised a cumulative return of approximately $61.39 for every $1 invested. The conclusion was that it was theoretically possible for an investor to earn a positive cash return from the market’s activities despite effectively holding no position at all in the market. Consequently, it was concluded that the strong form of Fama’s (1970) Efficient Market Hypothesis was disproved. Future research should include out-of-sample tests, tests that include restrictions on short selling and tests that consider the impact of trading costs on portfolio performance, to render the conclusions of this investigation more practically applicable to investors.

Final qualifying work (master's thesis) is devoted to the study of various methods of hedging using options. The subject of the study are the economic relations arising in the process of studying the methods of hedging on the basis of option contracts. The main purpose of the master's thesis is to study the theoretical and practical ways of hedging and arbitrage potential of the investment portfolio using options, in conclusion, the recommendations for improving the arbitrage opportunities of the investment portfolio using options. / Выпускная квалификационная работа (магистерская диссертация) посвящена исследованию различных методов хеджирования с использованием опционов. Предметом исследования выступают экономические отношения, возникающие в процессе изучения методов хеджирования на основе опционных контрактов. Основной целью магистерской диссертации является изучить теоретические и практические способы хеджирования и арбитражный потенциал инвестиционного портфеля с использованием опционов. В заключении обозначены рекомендации по совершенствованию арбитражных возможностей инвестиционного портфеля с использованием опционов.

Выпускная квалификационная работа (магистерская диссертация) посвящена исследованию Инвестиционной деятельности металлургического комбината и горно-металлургического комбината, входящих в Холдинг. Предметом исследования являются экономические отношения, возникающие в процессе формирования и управления инвестиционным портфелем на Нижнетагильском металлургическом комбинате и Качканарском горно-обогатительном комбинатах. Цель выпускной квалификационной работы (магистерской диссертации) заключается в анализе портфеля реальных инвестиционных проектов горно-металлургического холдинга на примере одного металлургического и одного горно-обогатительного комбинатов и разработке практических рекомендаций, способных повысить доходность вложений. В заключении приводятся основные выводы по проведенному анализу формирования и управления инвестиционным портфелем двух предприятий, полученные в ходе исследования. / Final qualifying work (master's thesis) is devoted to the study of Investment activities of the metallurgical plant and the mining and metallurgical plant that are part of the holding. The subject of the study is the economic relations arising in the process of formation and management of the investment portfolio at the Nizhny Tagil metallurgical plant and Kachkanar mining and processing plants. The purpose of the final qualifying work (master's thesis) is to analyze the portfolio of real investment projects of the mining and metallurgical holding on the example of one metallurgical and one mining and processing plants and develop practical recommendations that can increase the profitability of investments. In conclusion, the main conclusions of the analysis of the formation and management of the investment portfolio of the two companies, obtained in the course of the study.

No description available.

Baigiamajame magistro darbe aptariama optimalaus investicijų portfelio sudarymas iš Lietuvoje platinamų investicinių fondų. Pirmoje darbo dalyje nagrinėjama investicinio fondo samprata ir veikimo principas, aptariama jų klasifikavimas bei privalumai, trūkumai ir galimos rizikos investavimu į investicinius fondus. Yra pateikiami pagrindinai investicinių fondų rodikliai bei apžvelgiama Lietuvos investicinių fondų rinka. Antroje darbo dalyje pateikiama informacija apie diversifikuoto investicijų portfelio kūrimą bei aptariama optimalaus investicijų portfelio formavimo principai. Taip pat yra apžvelgiami aktyvaus ir pasyvaus investicijų portfelio valdymo privalumai ir trūkumai. Trečioje darbo dalyje yra pateikiami praktiniai skaičiavimai, atliekamas trijų sudarytų portfelių palyginimas. Gauti rezultatai yra aptariami ir pateikiamos išvados bei pasiūlymai. Darbo apimtis – 63 p. teksto be priedų, 31 iliustr., 12 lent., 44 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai. / The master thesis discusses the building an optimal investment portfolio from mutual funds distributed in Lithuania. The first part deals with the investment fund concept and principle of operation, discusses their classification, advantages, disadvantages and possible risks for investing in mutual funds. Presents the main indicators of investment funds and an overview of Lithuanian investment fund market. The second part contains information about the development of a diversified investment portfolio, and discusses the optimal portfolio-making. It also provides an overview of strengths and weaknesses of active and passive portfolio management. The third part discusses the practical calculations and the comparison of three portfolios is carried out. The results obtained are discussed and the conclusions and recommendations are given. Work size - 63 p. text without appendixes, 31 pictures, 12 tables, 44 bibliographic sources. Appendixes included.