Publication details
Inovativní přístupy k optimální alokaci aktiv
| Title in English | Innovative approaches to optimal asset allocation |
|---|---|
| Authors | |
| Year of publication | 2022 |
| MU Faculty or unit | |
| Description | *The research report evaluates the robustness of the applicant's trading strategy and suggests alternative options for its optimization. It points out possible systematic errors in data selection, quantifies their effect and presents possible approaches to eliminate these errors. Next, the robustness of the strategy is examined from the point of view of individual parameters. In the conclusion, the possibilities of optimizing the weights of selected assets in the investment strategy are tested and summary recommendations are given. |