| Abstract [eng] |
One of the fundamental issues in financial practice and theory is an investment portfolio construction and management. In this master thesis are presented the main stages of investment process. Thesis aim is defined as construction and management of the portfolio, that consists of stocks, using optimization methods, fundamental and technical analysis. The author analyses different types of investors and portfolios, compares portfolio construction models and management strategies. This thesis includes describing of stock investment attractiveness evaluation within the Italian market of shares. Author solves the integer-valued optimization problem. In the empirical part it is evaluated passive and active portfolio management strategies. In the conclusion there are offered effective procedures that can help investor to solve the portfolio management problem. |
