The European financial market has always been the dominant region of the world economy, so it is necessary to understand how to better allocate assets and find the best investment portfolio strategy. Our thesis uses the stock prices of the Euronext which through the last ten years before the outbreak of the epidemic as the basic data. The goal of our thesis is to calculate and analyze through the selected model and strategy and find out the optimal investment portfolio strategy. The main models used in our thesis are Mankowitz Model, Black's Model, Tobin Model, Naive Strategy. The tools we use to measure the performance of each strategy include Backtesting procedure and three performance measurement indicators, Maximum Drawdown, Sharpe rati...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
__Abstract__ is paper features an analysis of the effectiveness of a range of portfolio diversifi...
Bakalářská práce se zaměřuje na strategii výběru nejvhodnější akcie evropské pojišťovny do portfolia...
The thesis focuses on the equity portfolio management with quantitative methods. We present 3 types ...
We assess the effectiveness of various portfolio optimization strategies (only long allocations) app...
Cílem práce je vytvoření optimálního portfolia na základě Markowitzových principů využitím ex-post a...
The thesis is devoted to the application of models aimed at finding the optimal (from the point of v...
The goal of this thesis is to determine and analyze optimal compositions of equity portfolios which ...
We assess the effectiveness of various portfolio optimization strategies (only long allocations) app...
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed w...
The thesis focuses on the equity portfolio management with quantitative methods. We present 3 types ...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed w...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
The thesis provides a comparison of different portfolio models and tests their performance on the fi...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
__Abstract__ is paper features an analysis of the effectiveness of a range of portfolio diversifi...
Bakalářská práce se zaměřuje na strategii výběru nejvhodnější akcie evropské pojišťovny do portfolia...
The thesis focuses on the equity portfolio management with quantitative methods. We present 3 types ...
We assess the effectiveness of various portfolio optimization strategies (only long allocations) app...
Cílem práce je vytvoření optimálního portfolia na základě Markowitzových principů využitím ex-post a...
The thesis is devoted to the application of models aimed at finding the optimal (from the point of v...
The goal of this thesis is to determine and analyze optimal compositions of equity portfolios which ...
We assess the effectiveness of various portfolio optimization strategies (only long allocations) app...
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed w...
The thesis focuses on the equity portfolio management with quantitative methods. We present 3 types ...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed w...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
The thesis provides a comparison of different portfolio models and tests their performance on the fi...
Markowitzeva moderna teorija portfelja je baza koju investitori često koriste prilikom donošenja odl...
__Abstract__ is paper features an analysis of the effectiveness of a range of portfolio diversifi...
Bakalářská práce se zaměřuje na strategii výběru nejvhodnější akcie evropské pojišťovny do portfolia...