Thesis (Selection of subject)Thesis (Selection of subject)(version: 336)
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Collective investment in the CEE region: risk and return comparison
Thesis title in Czech: Kolektivní investování v regionu střední a východní Evropy: porovnání rizik a výnosů
Thesis title in English: Collective investment in the CEE region: risk and return comparison
Key words: Podílové fondy, Podílové fondy v rozvojových zemích, Region CEE, Hodnocení výkonnosti
English key words: Mutual funds, Emerging market mutual funds, CEE region, Performance evaluation
Academic year of topic announcement: 2011/2012
Type of assignment: Bachelor's thesis
Thesis language: angličtina
Department: Institute of Economic Studies (23-IES)
Supervisor: PhDr. Pavel Streblov
Author: hidden - assigned by the advisor
Date of registration: 06.06.2012
Date of assignment: 06.06.2012
Date and time of defence: 10.09.2013 00:00
Venue of defence: IES
Date of electronic submission:06.08.2013
Date of proceeded defence: 10.09.2013
Reviewers: Mgr. Adrian Babin, M.A.
 
 
 
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References
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)
Preliminary scope of work
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.
Preliminary scope of work in English
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.
 
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