Optimalizace portfolia s využitím programovacího jazyka Python

Abstract

The subject of the thesis is the comparison of the performance of selected portfolio optimization models using Python programming language. The optimization models are applied to stocks included in the Standard & Poor's 100 index. The first part of the thesis is focused on a brief introduction of the selected programming language and a description of the fundamentals of portfolio theory. In the second part, these theoretical insights are applied to real data using different approaches and the individual results are then analysed in detail.