The final thesis deals with the construction of a stock portfolio. The traditional portfolio theory models of Markowitz and Sharpe and anomalies based on fundamentals are shown and applied in Germany. In the first part, portfolio theory and fundamentals are explained. The mathematical model is demonstrated in the second part. Empirical results are shown in the last part.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:81649 |
| Date | January 2010 |
| Creators | Bastin, Jan |
| Contributors | Musílek, Petr, Witzany, Jiří |
| Publisher | Vysoká škola ekonomická v Praze |
| 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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