Title Akcijų portfelio formavimas ir valdymas fundamentalios ir techninės analizės pagrindu /
Translation of Title Stock Portfolio Forming and Management based on fundamental and technical analysis.
Authors Dervinienė, Aneta
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Pages 98
Keywords [eng] fundamental analysis ; technical analysis ; portfolio optimization ; stock portfolio
Abstract [eng] In this master‘s thesis was created stock portfolio development, problems active and passive managing, is analyzed the fundamental and technical analysis of the principles, systematized various Lithuanian and foreign authors, theoretical and practical market forms, active and passive stock portfolio management research. Based on fundamental analysis was proposed macroeconomic country's and individual branch of industry perspective near future. It was defined tendency in stock market, based by technical analysis, by calculating market capital index, was selected five of most attractive companies stock, whose was included in portfolio. After optimization and by shifting stock portfolio weightings, was received more profitability at the same level of risk. Was execute stock portfolio management analysis based on fundamental and technical analysis and received results was compared with management strategy "buy and hold". Finally is confirmed research hypothesis, which was formulated by master's thesis author, that stock portfolio forming and active management strategy based of fundamental and technical analysis is more effective versus passive portfolio management strategy "buy and hold".
Type Master thesis
Language Lithuanian
Publication date 2010