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Dynamické řízení portfolia aktiv / Dynamic Asset Allocation

Today, there is a large amount of assets which are offered to investors, and if we consider the possibility of relocating the investor's funds, we come to a very complicated problem, which this thesis aims to cover. The main objective is to explore the basics of the portfolio theory and its real usage in practice. Emphasis is put on the periodic re-optimizing of the investor's portfolio and getting the answer to the question of whether such conduct is more successful than the standard and investment in equity indices. The theoretical part summarizes the currently used approaches to optimization which are tested in the practical part on real data and evaluated.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:264724
Date January 2016
CreatorsKudrna, Aleš
ContributorsMálek, Jiří, Fučík, Vojtěch
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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