Optimal Portfolio of Chosen Stocks of the Prague Stock Exchange
The aim of the article is to assemble an optimal portfolio of chosen stocks of the Prague Stock Exchange. The Markowitz portfolio model is used. At first, Pearson correlation coefficients and covariance are calculated for the stocks ČEZ, KOMERČNÍ BANKA, TELEFÓNICA, UNIPETROL, NWR and PX Index in ord...
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| Format: | Article |
| Language: | English |
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Institute of Technology and Business, České Budějovice
2014-05-01
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| Series: | Littera Scripta |
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| Online Access: | http://www.littera-scripta.com/optimal-portfolio-of-chosen-stocks-of-the-prague-stock-exchange/ |