Work detail

Is It Possible to Generate Profit Using Common Investment Strategies? The Case of Prague Stock Exchange Prague

Author: Mgr. Petr Charamza
Year: 2009 - summer
Leaders: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Consultants:
Work type: Finance, Financial Markets and Banking
Masters
Language: English
Pages: 90
Awards and prizes:
Link:
Abstract: In this thesis we compared a profitability of several investment strategies that could be used at the stock markets and we adjusted them for the need of Prague Stock Exchange. The strategies that we used are based on some different principles and they provide different results. We found that the strategies based on the technical approach gave us better results than the strategies based on the fundamental approach. The next finding is that those strategies for which the investors would go also into the short sell perform better than the strategies for which the investors would take just the long positions. The best results we got for the momentum strategy, which is based on the autocorrelation of returns.
Downloadable: Diploma Thesis of Charamza

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