Anna Vasylchenko

Master's thesis

Risk management in internationally diversified portfolio and its foreign exchange risk mitigation

Risk Management in Internationally Diversified Portfolio and Foreign Exchange Risk Mitigation
Abstract:
The main focus the submitted thesis “Risk Management in Internationally Diversified Portfolio and Foreign Exchange Risk Mitigation” is to analyze and determine the optimal structure of internationally diversified portfolio based on nine stock market indices during a specific period of time. For the purposes of this work, a US investor who is rational and risk-averse will be considered during the analytical …more
Abstract:
The main focus the submitted thesis “Risk Management in Internationally Diversified Portfolio and Foreign Exchange Risk Mitigation” is to analyze and determine the optimal structure of internationally diversified portfolio based on nine stock market indices during a specific period of time. For the purposes of this work, a US investor who is rational and risk-averse will be considered during the analytical …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 19. 11. 2019

Thesis defence

  • Date of defence: 10. 6. 2020
  • Supervisor: Karel Brůna
  • Reader: Ján Boháčik

Citation record

Full text of thesis

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http://www.vse.cz/vskp/eid/80886