This diploma thesis is focused on building investment portfolios using Markowitz portfolio theory. For calculating the weights of individual securities in the portfolio will be used the derivation based on Capital Asset Pricing Model (CAPM). From asset classes were chosen shares as a research sample. Shares in each portfolio are set together according to predefined criteria. This thesis examines the effect of beta coefficients on investment returns, further a portfolio is built according to analyst recommendations, taking into account the price estimation and also ran-dom portfolio is selected by computer. The results of this thesis will determine the general recommendations for optimal approach in selecting securities into the in-vestor's portfolio.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:178584 |
| Date | January 2014 |
| Creators | Křen, Lukáš |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0017 seconds