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
Anotácia:
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 …viac
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 …viac
 
 
Jazyk práce: English
Datum vytvoření / odevzdání či podání práce: 19. 11. 2019

Obhajoba závěrečné práce

  • Obhajoba proběhla 10. 6. 2020
  • Vedúci: Karel Brůna
  • Oponent: Ján Boháčik

Citační záznam

Plný text práce

Obsah online archivu závěrečné práce
Zveřejněno v Theses:
  • autentizovaným zaměstnancům ze stejné školy/fakulty
Jak jinak získat přístup k textu
Instituce archivující a zpřístupňující práci: Vysoká škola ekonomická v Praze
http://www.vse.cz/vskp/eid/80886