This thesis describes the design of portfolio for the small family business in the Czech capital market conditions. It works with data from the Prague Stock Exchange and specifically from the Prime Market. The proposed based on Markowitz's portfolio theory and the CAPM model. From the historical data is created several portfolios, which are then compared with each other and have selected the one best suited to profitability and risk. Finally, the selected portfolio is tested under the conditions of the Czech capital market.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:234719 |
| Date | January 2016 |
| Creators | Řeháčková, Miroslava |
| Contributors | Marek, Jiří, Doubravský, Karel |
| 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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