This master’s thesis deals with problematics of portfolio theory, which helps to create optimal portfolios for the selected investment company. Portfolios consist of shares, which are traded on New York Stock Exchange and which include a historical value at least for two years. There are two ways of creating portfolios. The first way is the portfolio with minimal risk and no required return and the second way is the portfolio with minimal risk and required return. In this thesis are used mathematical methods, which include a linear algebra, an optimization and a statistics.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:319414 |
| Date | January 2017 |
| Creators | Šilarová, Hana |
| Contributors | Karlíková, Jana, Novotná, Veronika |
| Publisher | Vysoké učení technické v Brně. Fakulta podnikatelská |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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