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Abstract

In this dissertation, we aim to clarify the concept of calculating risk and return portfolio. Possible outcomes of the investment are usually distinguished from permanent investors’ expectations, and it is very important to have a complete picture of the observed variables. The level of the average deviation from the expected yield potential is really important in making the decision on entry into a particular investment because it determines the amount of surprises that may arise from these investments. The yield of the company achieves or does not achieve, depending on the success of a combination of many factors . The starting idea of previous expenditure generated over at least return rate of time preference values for the abandonment of potentially favorable alternative uses in real life, manifests itself as a theoretical construct that accepts that there is the risk-free investment yield for which the risk is zero , and that the minimum return to the investor still counting . However , the problem is that all investors are the same. There are investors who still think of the risk-free rate and investors who do not think about the risk but only on yield and the best yield alternatives. Of course , in any case the risk is an unavoidable component that expects investors . An investor who prefers high- risk class is always exposed to the danger that the result will not make any refund nominal investment, nor any yield.

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