Zhodnocení výkonnosti vybraných finančních nástrojů a akciových indexů

Autor: Valášek, Lukáš
Jazyk: čeština
Rok vydání: 2016
Předmět:
Popis: Performance evaluation of selected financial tools and stock market indexes. Bachelor thesis. Brno: Mendel University, 2016. The bachelor thesis focuses on mutual comparison of equity mutual funds and exchange traded fund which copy a stock index. The literature review is dedicated to assumptions which are subject to the existence of efficient market behavior, collective investment and assessment criteria. The main aim of this thesis, based on the historical data analysis, is to verify the possibility of outperforming a benchmark by active fund management. Results will be compared with conception Efficient market theory. Criteria will be returns, volatility and transaction costs.
Databáze: OpenAIRE