Hodnocení výkonnosti portfolia
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Kozelková, Lenka
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
This work attends to the questions of portfolio performance evaluation. In the first part it deals with questions of portfolio theory, investment management and collective investment. Next part defines methods of measuring rate of return and performance of portfolio. In conclusion are evaluated performance of selected mutual funds.
Description
Import 05/08/2014
Subject(s)
portfolio performance, mutual Funds, Sharpe ratio, Information ratio, Treynor ratio, Sortino ratio, Jensen method