Zhodnocení investování do vybraných podílových fondů
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The aim of the thesis is to evaluate the performance of mutual funds and choose which one can be considered as the best option for investment. Rated are six equity and six bond funds that are available in the Czech Republic, from 2006 to 2015. The thesis is divided into five chapters. The first chapter is an introduction and the final chapter is a conclusion. The second one is focused on the definition of collective investment, in particular the characteristics of mutual funds and calculation of their performance. In the determination of performance are described primarily risk-adjusted measuring methods and models of market timing. In the third chapter are specified twelve mutual funds, including the calculation of their basic characteristics. The performance of mutual funds is calculated in the fourth chapter, including comparisons of individual mutual funds.
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Import 02/11/2016
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Investment, Collective investment, Mutual Fund, Performance, Risk-Adjusted Measuring Methods, Sharpe Ratio, Sortino Ratio, Treynor’s Measure, Jensen’s Alpha, Information Ratio, Modigliani-Modigliani Measure, Market Timing, Treynor-Mazuy Model, Merton-Henriksson Model