| Abstract [eng] |
The main topic of this master thesis problem is to form an optimal portfolio to reduce risk without reducing profitability . Using the method of systematic comparison of Lithuanian and foreign authors' approach to the concept of investment , investment portfolio formation principles and issues . Technical and fundamental analysis as well as assessment of aid to stock the expected return , risk and correlation connections decided to form a portfolio of ,,Šiauliu Bankas“, ,, TEO LT, ,, Apranga“ shares. Form the optimal portfolio risk ranged from 0.21 to 0.56 percent. The application of modern portfolio theory to find optimal portfolios versions of three types of investors : conservative , sound and aggressive . It is recommended to invest 35 per cent . - ,,Šiauliu bankas“ , 10 per cen - ,,TEO LT“ and 55 percent - ,, Apranga" campaign , in this case, the maximum profit reached 85 percent , but also bears the greatest risk . |
