Publication detail

Sources for optimal portfolio calculation analysis

NOVOTNÁ, V.

Original Title

Sources for optimal portfolio calculation analysis

Type

conference paper

Language

English

Original Abstract

The problem of creation and optimization of share portfolio in conditions of BCPP will be solved in this paper. The main goal isnt creation of actual successful portfolio but founded suitable condition that gets to the investor tool for easier production.This work analysis of one factor models ability in portfolio creation. In this part is to find influence of macroeconomic information on share index PX50, which represents price evolution on BCPP, using correlation and graphics analysis.

Key words in English

portfolio, macroeconomi, HDP,inflation,CAPM

Authors

NOVOTNÁ, V.

Released

1. 1. 2003

Publisher

VUT-FP

Location

Brno

ISBN

80-214-2445-1

Book

Business and Economic Development in Central and Eastern Europe in the Period of Joining to the European Union

Pages from

137

BibTex

@inproceedings{BUT14010,
  author="Veronika {Novotná}",
  title="Sources for optimal portfolio calculation analysis",
  booktitle="Business and Economic Development in Central and Eastern Europe in the Period of Joining to the European Union",
  year="2003",
  publisher="VUT-FP",
  address="Brno",
  isbn="80-214-2445-1"
}