03403ntm a22005177i 4500 000714278 CZ-PrVSE 20240623000300.0 m d cr n|||||||||| 240622s2024 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Timoshevskiy, Danil ISIS:154687 dis Vývoj programu pro optimalizaci portfolia cenných papírů na ruském akciovém trhu eng Development of a program for optimizing a securities portfolio on the Russian stock market / Danil Timoshevskiy 2024 ?? stran : digital, PDF soubor Vedoucí práce: Adam Borovička Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2024 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2024 Effective portfolio management is paramount for investors seeking to achieve optimal returns while managing risks in the dynamic environment of the Russian stock market. This thesis addresses to develop a Python program for identifying the optimal portfolio of Russian stocks using two widely known models: Mean-Variance and Mean-Semivariance model. The research is divided into two main parts. In the initial phase, we delve into the modern portfolio theory, identifying key parameters and methodologies for portfolio optimization. This includes an exploration of risk-return trade-offs, performance evaluation metrics, and optimization techniques. Subsequently, the focus shifts to the practical implementation of the theoretical concepts discussed. We outline the process of retrieving real-time data using API and leveraging Python programming to formulate and solve the mathematical model for portfolio optimization. Through empirical analysis and comparative studies, we evaluate the effectiveness of the developed Python program in constructing optimized portfolios tailored to the Russian stock market. In the concluding section, we synthesize the findings, highlight the practical implications of the research, and provide recommendations for investors seeking to leverage technology-driven solutions for portfolio management. Způsob přístupu: Internet aplikovaná informatika [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Mean-Semivariance model Efficient Frontier Markowitz model Mean-Variance model Russian stocks Borovička, Adam ISIS:42042 ths Neugebauer, Jakub ISIS:135709 opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/85010/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/85010 Hlavní práce https://insis.vse.cz/zp/85010/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/85010/posudek/oponent/82479 Oponentura https://insis.vse.cz/zp/85010/podrobnosti dc:identifier NEPOSILAT VSKP vse85010 240619 85010