My ventures are not in one bottom trusted: comparative study to Modern Portfolio Theory and Black-Litterman portfolio formation

My ventures are not in one bottom trusted: comparative study to Modern Portfolio Theory and Black-Litterman portfolio formation

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Permanent link

http://hdl.handle.net/20.500.11956/56969

Identifiers

Study Information System: 140483

Collections

• Kvalifikační práce [18347]

Author

Klega, Daniel

Advisor

Gapko, Petr

Referee

Svoboda, Miroslav

Faculty / Institute

Faculty of Social Sciences

Discipline

Economics

Department

Institute of Economic Studies

Date of defense

22. 10. 2013

Publisher

Univerzita Karlova, Fakulta sociálních věd

Language

English

Grade

Pass

Keywords (Czech)

Markowitz, Black-Litterman, Moderní teorie portfolia, Skladba portfolia

Keywords (English)

Markowitz, Black-Litterman, Modern Portfolio Theory, Portfolio formation

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