Optimalizace akciového portfolia

Abstract

Diploma thesis „Optimization of stock portfolio“ is focused on verification of several models that are used for stock portfolio optimization. All models are compared between each other, as well as against a chosen benchmark. Theoretical part of the thesis explains performance and risk measures that are used in the thesis. Models verified in this thesis are described here as well. The practical part of the thesis is already focused on verication of the chosen models. The last part of the thesis compares obtained results of the models between each other as well as against a chosen benchmark.