This diploma thesis deals with optimization models of financial risks. The first part, which is devoted to the theoretical background, introduces the basic concepts of optimization, modern portfolio theory, fundamental and technical analysis and statistical background. The basic principles of operation of modern portfolio theory are presented. The methods for analysis and selection of assets called Growth at A Reasonable Price and portfolio optimization approach according to Harry Markowitz were used with selected methods. The practical part is focused on the data analysis, selection of assets and design of a portfolio optimization model according to selected conditions with an emphasis on minimizing investment risk. The used models examine the selected data and are solved using the MS Excel add-in Solver version.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:433363 |
| Date | January 2020 |
| Creators | Danko, Erik |
| Contributors | Cabalka, Matouš, Popela, Pavel |
| Publisher | Vysoké učení technické v Brně. Ústav soudního inženýrství |
| 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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