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The master's thesis is focused on Stock portfolio optimalization on Czech capital market. The analysis of each stock, estimation and portfolio optimalization proposal are included. In the practical part the Fundamental analysis is applied. The portfolio optimalization is estemated by portfolio theory which is consist in the relationship between stock price and market trends represents by PX Index and expressing correlation of them by beta coefficient.

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This diploma thesis is focused on building investment portfolios using Markowitz portfolio theory. For calculating the weights of individual securities in the portfolio will be used the derivation based on Capital Asset Pricing Model (CAPM). From asset classes were chosen shares as a research sample. Shares in each portfolio are set together according to predefined criteria. This thesis examines the effect of beta coefficients on investment returns, further a portfolio is built according to analyst recommendations, taking into account the price estimation and also ran-dom portfolio is selected by computer. The results of this thesis will determine the general recommendations for optimal approach in selecting securities into the in-vestor's portfolio.

The thesis entitled Pupil's Portfolio is divided into a theoretical and research sections. The theoretical section describes the pupil's portfolio in a wider context and deals with the analysis and concept of portfolio at primary school. It focuses on the importance of the portfolio for both pupils and teachers. It presents the goals of portfolio. It provides various advantages and disadvantages of the pupil's portfolio. It proposes phases of how to work with the pupil's portfolio. In the theoretical section, the link between the portfolio and the teacher - student - parent is also stated. In the context of the pupil's portfolio, the work is devoted to assessment and learning. Furthermore, the work identifies the pupil's portfolio as a tool of self-assessment and shows how to guide pupils to self-assessment. The thesis examines the possibilities and limits of different types and concepts of pupil's portfolio at primary school. The research section describes and analyzes a specific concept of a representative portfolio in the 5th year of primary school by a teacher V. The conclusion of the research section assesses the viability of the pupil's portfolio and the main benefits of working with it in learning and evaluating pupils at the end of the primary school. The research work also describes the...

The thesis focuses on the equity portfolio management with quantitative methods. We present 3 types of optimization objectives: One tries to find minimum variance portfolios, tangency portfolios and portfolios with maximized expected returns in the German stock market. It is possible to compare those investment opportunities with a market-cap weighted benchmark and an equal weighted portfolio. Expected returns of stocks are estimated with fundamental factor models. Risks of portfolios are estimated with 5 types of covariance matrices: the matrix calculated with historical returns, estimations with the single index model, Fama-French three factors model, fundamental factor model and the shrinkage method. Our results are doubled because of the demonstration of the impact of turnover constraint on portfolio performance measures (transaction costs are included in our calculations). One can see that optimized portfolios had attractive risk-return measures in the period 2005 - 2015. Benchmark and equal weighted portfolios were dominated and we consider them to be inefficient investments in our test.

This thesis is focused on security portfolio optimalization using the value of stock screener. The theoretical section discusses the basic theory of markets, modern portfolio theory, diversification and the types of risks associated with financial activities, the basic steps to become an investor. The practical part is designed to build optimized stocks portfolio using the value of screening, its feigned purchase on New York Stock Exchange (NYSE), followed by monitoring the evolution rate of the portfolio thus created.

Konecny, J. Active and passive portfolio management of mutual funds. Diploma thesis. Mendel university in Brno, 2017. This diploma thesis is focused on the comparison of active and passive portfolio management of mutual funds. In the theoretical part, collective investment schemes and basic types of mutual funds are described. Included is the description of both investment strategies and an overview of empirical studies, that handle the same topic. In the empirical part are compared actively and passively managed funds from 4 U.S. economic sectors. The comparison is based on different criteria and is made for different time periods. Investment recommendations are made according to obtained results.

Medunová, P. Globalization on equity markets. Diploma thesis. Brno: Mendel university in Brno, 2013 This diploma thesis engages in measuring correlation between European countries and studies its impact on portfolio diversification possibilities. Theoretical work deals with the concept of globalization, financial integration and also describes process of Europe integration. In the thesis are also described the most important stock exchanges and indexes connected with them. In the last part there is dissected problem of risk diversification focused on international diversification. In practical part there is made correlation analysis and Granger causality test.