Analýza invetičních strategií na bázi Smart Beta

Abstract

Smart Beta is a set of investment strategies based on factors and alternative weighting methods instead of traditional price weighting. Such strategies allow to gain an advantage over market imperfections and less demanding, because it does not require daily decisions of portfolio managers. On the other hand, Smart Beta needs deeper market research. The main factors of the strategy may be low volatility, quality, debt, size, etc. The thesis is divided into theoretical and practical part. The theoretical part describes the basic relationships and concepts for creating a Smart Beta strategy. The practical part includes analysis and demonstration of portfolio building based on Smart Beta.