Collective investment in the CEE region: risk and return comparison
| Název práce v češtině: | Kolektivní investování v regionu střední a východní Evropy: porovnání rizik a výnosů |
|---|---|
| Název v anglickém jazyce: | Collective investment in the CEE region: risk and return comparison |
| Klíčová slova: | Podílové fondy, Podílové fondy v rozvojových zemích, Region CEE, Hodnocení výkonnosti |
| Klíčová slova anglicky: | Mutual funds, Emerging market mutual funds, CEE region, Performance evaluation |
| Akademický rok vypsání: | 2011/2012 |
| Typ práce: | bakalářská práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | PhDr. Pavel Streblov |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 06.06.2012 |
| Datum zadání: | 06.06.2012 |
| Datum a čas obhajoby: | 10.09.2013 00:00 |
| Místo konání obhajoby: | IES |
| Datum odevzdání elektronické podoby: | 06.08.2013 |
| Datum proběhlé obhajoby: | 10.09.2013 |
| Oponenti: | Mgr. Adrian Babin, M.A. |
| Kontrola URKUND: | |
| Seznam odborné literatury |
| The portfolio theorists: Von Neumann, Savage, Arrow, and Markowitz / Colin Read – 1st ed. (2012)
Financial market analysis / David Blake – 2nd ed. (2007) The mutual fund industry: competition and investor welfare / Hubbard, R. Glenn (2010) Investment management: performance evaluation of different schemes of mutual funds / Martina R. Noronha, Samta Trivedi (2008) Modern portfolio theory and investment analysis / Edwin, J. Elton, Martin J. Gruber – 5th ed. (1995) Investments / Zvi Bodie, Alex Kane, Alan J. Marcus – 8th ed. (2009) OECD, Governance Systems for Collective Investment Schemes in OECD Countries, April 2001 (http://www1.worldbank.org/finance/assets/images/Governance_Systems_for_Collectiveoccpap1.pdf) Introductory econometrics : a modern approach / Jeffrey M. Wooldridge – 5th ed. (2009) Review of finance, What Drives Market Share in the Mutual Fund Industry? / Ajay Khorana, Henri Servas, August 2011 (http://faculty.london.edu/hservaes/rof2011.pdf) |
| Předběžná náplň práce |
| Recent surveys show that demand for investment products grows at a steady rate. Collective investment funds are getting more popular as people in the emerging world adopt habits of the developed countries.
In this bachelor thesis we are going to analyze and describe how these funds work, what kind of (if any) added value they bring to investors and last but not least we will make a comparison (considering the region of CEE) of stock/equity and bond funds. The outcome of the thesis will be also empirical analysis assessing performance of selected funds from the CEE region using various performance measures. |
| Předběžná náplň práce v anglickém jazyce |
| Recent surveys show that demand for investment products grows at a steady rate. Collective investment funds are getting more popular as people in the emerging world adopt habits of the developed countries.
In this bachelor thesis we are going to analyze and describe how these funds work, what kind of (if any) added value they bring to investors and last but not least we will make a comparison (considering the region of CEE) of stock/equity and bond funds. The outcome of the thesis will be also empirical analysis assessing performance of selected funds from the CEE region using various performance measures. |