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Analýza výkonnosti Ruských fondů / Analysis of performance of russian mutual funds

This thesis is focused on the analysis of performance of chosen russian mutual funds on the basis of achieved yield and risk. After short introduction to the russian market of mutual funds, the paper deals with a theoretical background underlying the performance indicators. Risk perception and following construction of indicators are discussed in detail from the perspective of modern and post-modern portfolio theory. The indicators are interpreted and appropriateness of their application is assessed. The analytic part is devoted to the application of discussed methods on 10 open-ended equity mutual funds. Based on the result, the funds are compared with each other and with selected market index.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:124866
Date January 2012
CreatorsHofman, Elena
ContributorsMusílek, Petr, Baran, Jaroslav
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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