STRUCTURED PRODUCTS AND MODERN PORTFOLIO THEORY
STRUCTURED PRODUCTS AND MODERN PORTFOLIO THEORY

Author(s): Petr Červinek, Peter Mokrička
Subject(s): Business Economy / Management, Evaluation research
Published by: Masarykova univerzita nakladatelství
Keywords: Structured products; certificate; return; risk; portfolio;
Summary/Abstract: The subjects of this paper are structured products assessed in a portfolio context. The authors are trying to find ways to build a portfolio of financial instruments, which includes structured products. The construction of portfolio should be relatively simple. Therefore, the authors have chosen modern portfolio theory as the first approach. In this paper are demonstrated the possibilities of application of modern portfolio theory methods on the structured products.

• Details
• Contents