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@article{6576, author = {Bock, Michal and Tichý, Jaromír}, article_location = {Praha}, article_number = {2}, keywords = {P2P loan; structured P2P loan certificate; investment; Markowitz portfolio theory}, language = {eng}, issn = {1802-792X}, journal = {Acta VŠFS}, title = {Assessment of Investor’s Portfolio of P2P Loans}, volume = {11}, year = {2017} }
TY - JOUR ID - 6576 AU - Bock, Michal - Tichý, Jaromír PY - 2017 TI - Assessment of Investor’s Portfolio of P2P Loans JF - Acta VŠFS VL - 11 IS - 2 SP - 121-143 EP - 121-143 PB - Vysoká škola finanční a správní, a. s. SN - 1802792X KW - P2P loan KW - structured P2P loan certificate KW - investment KW - Markowitz portfolio theory N2 - The aim of the paper is to evaluate the P2P loan portfolio of the company Zonky and the portfolio of structured certifi cates of P2P loans. P2P loans are a part of a new economic concept, based on people’s co-operation. In particular, the position of the investor who has fi nancial surpluses and is modelling their investment portfolio, is investigated in such a way as to achieve the optimal profi table allocation of resources. Markowitz’s portfolio concept is applied, adjusted to be compatible with various ratings for P2P loans. The paper concludes that the concept of P2P loans has a perspective. It is conditioned by the low interest rates banks apply to citizens’ deposits and the reluctance of banks to lower interest rates on credit cards and consumer and overdraft loans. ER -
BOCK, Michal a Jaromír TICHÝ. Assessment of Investor’s Portfolio of P2P Loans. \textit{Acta VŠFS}. Praha: Vysoká škola finanční a správní, a. s., 2017, roč.~11, č.~2, s.~121-143. ISSN~1802-792X.
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