| Abstract [eng] |
The master thesis presents different investment portfolios which are formed on the grounds of the selected investment strategies such as value investment, diversification of investments between asset classes and the methods of the formation of investment portfolio proposed by H. Markowitz and W. Sharpe. Having performed the primary selection of the companies quoted at NASDAQ OMX Baltic market, the fundamental analysis which results are used forming value investment portfolio was accomplished. In order to evaluate the attraction of securities, the multiple criteria decision making COPRAS is used. Having performed the analysis of the results of the formed investment portfolios, it was found out that the calculated optimal value investment portfolio had the greatest return with the relatively little risk. The involvement of different asset classes in the investment portfolio allows to reduce the risk while the formation of the optimal portfolio increases the return of the investment portfolio. Having evaluated the gained results, the thesis presents the guideline of the investment decision support system which includes the evaluation of fundamental rates as well as the formation of the investment portfolio supported by the attraction of securities. |
