The Equity Portfolio Selection at New York Stock Exchange

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dc.contributor.advisorTichý, Tomáš
dc.contributor.authorLuo, Jing
dc.contributor.refereeGuo, Haochen
dc.date.accepted2017-05-24
dc.date.accessioned2017-08-23T09:14:24Z
dc.date.available2017-08-23T09:14:24Z
dc.date.issued2017
dc.description.abstractThe 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.abstractThe 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.description.department154 - Katedra financí
dc.description.resultdobřecs
dc.format.extent7906421 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.otherOSD002
dc.identifier.senderS2751cs
dc.identifier.thesisLUO0008_EKF_N6202_6202T010_2017
dc.identifier.urihttp://hdl.handle.net/10084/117931
dc.language.isoen
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.rights.accessopenAccess
dc.subjectEquity portfolio selectionen
dc.subjectMarkowitz modelen
dc.subjectBlack's modelen
dc.subjectMean-VaR modelen
dc.subjectperformance measure.en
dc.subjectEquity portfolio selectioncs
dc.subjectMarkowitz modelcs
dc.subjectBlack's modelcs
dc.subjectMean-VaR modelcs
dc.subjectperformance measure.cs
dc.thesis.degree-branchFinancecs
dc.thesis.degree-grantorVysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakultacs
dc.thesis.degree-levelMagisterský studijní programcs
dc.thesis.degree-nameIng.
dc.thesis.degree-programHospodářská politika a správacs
dc.titleThe Equity Portfolio Selection at New York Stock Exchangeen
dc.title.alternativeVýběr akciového portfolia na New York Stock Exchangecs
dc.typeDiplomová prácecs

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Vysokoškolské kvalifikační práce Ekonomické fakulty / Theses and dissertations of Faculty of Economics (EKF)