The Equity Portfolio Selection at New York Stock Exchange

Luo, Jing

dc.contributor.advisor	Tichý, Tomáš
dc.contributor.author	Luo, Jing
dc.date.accessioned	2017-08-23T09:14:24Z
dc.date.available	2017-08-23T09:14:24Z
dc.date.issued	2017
dc.identifier.other	OSD002
dc.identifier.uri	http://hdl.handle.net/10084/117931
dc.description.abstract	The goal of the thesis is the selection and determination of stock portfolios from trading off return and risk for assets allocation.We analyze the different alternative models, such as Markowitz model, Black's model and Mean-VaR model with different significance level. Then, by making comparison about their performance, we can select the appropriate stock portfolio strategy by applying the actual data in financial market.	en
dc.description.abstract	The goal of the thesis is the selection and determination of stock portfolios from trading off return and risk for assets allocation.We analyze the different alternative models, such as Markowitz model, Black's model and Mean-VaR model with different significance level. Then, by making comparison about their performance, we can select the appropriate stock portfolio strategy by applying the actual data in financial market.	cs
dc.format.extent	7906421 bytes
dc.format.mimetype	application/pdf
dc.language.iso	en
dc.publisher	Vysoká škola báňská - Technická univerzita Ostrava	cs
dc.subject	Equity portfolio selection	en
dc.subject	Markowitz model	en
dc.subject	Black's model	en
dc.subject	Mean-VaR model	en
dc.subject	performance measure.	en
dc.subject	Equity portfolio selection	cs
dc.subject	Markowitz model	cs
dc.subject	Black's model	cs
dc.subject	Mean-VaR model	cs
dc.subject	performance measure.	cs
dc.title	The Equity Portfolio Selection at New York Stock Exchange	en
dc.title.alternative	Výběr akciového portfolia na New York Stock Exchange	cs
dc.type	Diplomová práce	cs
dc.contributor.referee	Guo, Haochen
dc.date.accepted	2017-05-24
dc.thesis.degree-name	Ing.
dc.thesis.degree-level	Magisterský studijní program	cs
dc.thesis.degree-grantor	Vysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakulta	cs
dc.description.department	154 - Katedra financí
dc.thesis.degree-program	Hospodářská politika a správa	cs
dc.thesis.degree-branch	Finance	cs
dc.description.result	dobře	cs
dc.identifier.sender	S2751	cs
dc.identifier.thesis	LUO0008_EKF_N6202_6202T010_2017
dc.rights.access	openAccess