| Abstract [eng] |
This Master’s thesis analyzes financial assets and their groups, types of financial markets, and their indices, as well as the formation of investment portfolios and the efficient frontier. The focus is on the Modern Portfolio Theory defined by Harry Markowitz, formation of minimum dispersion and maximum Sharpe ratio portfolios. In the practical part, data on the stocks of renewable energy companies from 2017 to 2022 are analyzed, investment portfolios are formed, and an efficient frontier is constructed, including a risk-free asset. The aim of the thesis is to examine the existing portfolio formation Modernist theory, present a detailed algorithm for calculating the efficient frontier, illustrate theoretical statements through the formation of specific asset portfolios, and present the obtained results and conclusions. |
