Optimalizace akciového portfolia a ověření jeho výkonnosti v období pandemie COVID-19

Abstract

The aim of the diploma thesis is the optimization of the stock portfolio before the COVID-19 pandemic and verification of the performance during the pandemic. The partial goal of the thesis is the verification of the effectiveness of the so-called alarm. The diploma thesis is divided into 5 chapters, including the introduction and conclusion. The second chapter is dedicated to the description of the investment process and methods of creating a portfolio. The third chapter is a description of the optimization models of the stock portfolios and the portfolio performance evaluation indicators. In the fourth, application, chapter, selected models and strategies are applied to find portfolios that are evaluated using performance indicators. Based on the results, the best portfolio is selected.