03159ntm a22005657i 4500 000545519 CZ-PrVSE 20180623130039.0 m d cr n|||||||||| 180623s2018 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Lovás, Branislav ISIS:101352 dis Postmoderní teorie portfolia eng Postmodern Portfolio Theory / Branislav Lovás 2018 ?? stran : digital, PDF soubor Vedoucí práce: Bohumil Stádník Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2018 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2018 Submitted thesis focuses on the theory and practice of portfolio optimization and management. Theoretical section deals with modern portfolio theory in Markowitz's interpretation, which is afterwards confronted with empirical realities regarding behavior of financial returns and securities markets. In response to these shortcomings, the postmodern portfolio theory is introduced, whereas individual subchapters focus on selected areas of this theory. Several alternative approaches to portfolio optimization are presented within each one of these sections. Subsequently alternatives to capital asset pricing model (CAPM) are also presented, that being in form of multi-factor fundamental models and extensions to CAPM utilizing higher moments or only downside returns. Theoretical part is concluded with the overview of traditional and less commonly used indicators of portfolio performance. Practical part consists of implementation of presented models in R scripting language. Focal point of practical section is comparison of individual methods on model portfolios. Způsob přístupu: Internet bankovnictví a pojišťovnictví [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas optimization portfolio portfolio choice risk analysis asset allocation diversification asset pricing DAX Stádník, Bohumil pna2012685552 ths Siuda, Vojtěch ISIS:101315 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/61519/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/61519 Hlavní práce https://insis.vse.cz/zp/61519/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/61519/posudek/oponent/58098 Oponentura https://insis.vse.cz/zp/61519/priloha/17249 Přiloha k práci https://insis.vse.cz/zp/61519/podrobnosti dc:identifier NEPOSILAT VSKP vse61519 180619 61519