Title: Portfolios behaviour on efficient and inefficient markets Author: Iveta Kováčová Department: Department of Probability and Mathematical Statistics Supervisor: Doc. RNDr. Jan Hurt, CSc., KPMS MFF UK Abstract: In this thesis we summarize the results concerning the construction of optimal portfolios. We introduce the geometric representation of the portfolios in the case that the assumptions about an efficient market are violated. We perform a technical analysis of the portfolio on the given data by using the program Mathematica 8.0. and compare an efficient set of the portfolio at different investment strategies.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:321341 |
| Date | January 2013 |
| Creators | Kováčová, Iveta |
| Contributors | Hurt, Jan, Zichová, Jitka |
| 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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