Detail publikace

Sources for optimal portfolio calculation analysis

NOVOTNÁ, V.

Originální název

Sources for optimal portfolio calculation analysis

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova v angličtině

portfolio, macroeconomi, HDP,inflation,CAPM

Autoři

NOVOTNÁ, V.

Vydáno

1. 1. 2003

Nakladatel

VUT-FP

Místo

Brno

ISBN

80-214-2445-1

Kniha

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

Strany od

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"
}