Tvorba portfolií finančních aktiv v rámci moderních teorií portfolia

Abstract

The aim of diploma thesis is to create an effecient frontiers of portfolio assets for investor, who making desicion by other risk measures too. The risk is calculated variance, VaR and ES. The theoretical part is focused on the description of the financial assets, charakteristics of the them and there are description of models used to construct efficient frontiers. In the practical part, there are the theoretical knowledge applied to selected stocks. There are described the selected stock titles, calculated the basic charakteristics of them and create an efficient frontiers based on Markowitz model, Mean-VaR model and Mean-ES model.