The thesis deals with the optimization of the stock portfolio using modern portfo-lio theory and mathematical programming. Optimization is achieved by Markowitz Model, the Capital Asset Pricing Model and Black-Litterman model. Stocks traded on the Prague Stock Exchange, Inc., are selected as exploration assets. The simula-tion technique Monte Carlo is used for the model evaluation.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:190031 |
| Date | January 2015 |
| Creators | Bumbálková, Edita |
| 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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