EMPIRICKÉ TESTOVÁNÍ MODELŮ SESTAVENÍ PORTFOLIA AKCIÍ
EMPIRICAL TESTING OF STOCK PORTFOLIO SELECTION PROCESS
Author(s): Petr Málek, Petr Červinek
Subject(s): International relations/trade, Financial Markets
Published by: Masarykova univerzita nakladatelství
Keywords: Portfolio Theory; Markowitz; Cut off rate; SPAD; NYSE; PX; DJIA;
Summary/Abstract: There are known several approaches and procedures to the portfolio selection process. The question is which of the portfolio selection processes provides the best results involving the real data. We have examined three different procedures of stock portfolio selection and the resulting portfolios were tested with real data starting with the first trading day in 2010 until 28th April 2010.
Book: Evropské finanční systémy 2010: Sborník příspěvků z mezinárodní vědecké konference
- Page Range: 121-125
- Page Count: 5
- Publication Year: 2010
- Language: Czech
- Content File-PDF
