Faktorové portfolio: Aplikace na PSE
| Title in English | Factor portfolio: Aplcation on PSE |
|---|---|
| Authors | |
| Year of publication | 2014 |
| Type | Article in Proceedings |
| Conference | Mezinárodní vědecká konference Hradecké ekonomické dny 2014 |
| MU Faculty or unit | |
| Citation | |
| Field | Management and administrative |
| Keywords | shares; portfolio; risk; profit; factor |
| Description | The paper is focused on the index portfolio. The decision of a rational investor is based on two factors. He has to consider the both. On the one hand it is return to the other risks. In our paper we focused on the return side. While we assume that the return on the security and hence the portfolio does not only affect market development. We investigate the price-setting process by using index analysis on the Prague Stock Exchange. We use the sensitivity to analysed factors for replication of portfolios in the situation of short sale and in the situation of ban on short sale. We compare our resuts with other investment strategies. |
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