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- Title
DVIGUBOJO KIZIRIO PORTFELIO NAUDOJIMAS SPRENDIMAMS VALDYTI GLOBALIOJE VALIUTŲ RINKOJE.
- Authors
Rutkauskas, Aleksandras Vytautas; Lukoševičius, Vytautas; Jakštas, Vaidotas
- Abstract
In the article decision management in a global currency market „“FOREX““ model is presented. The model is based on the adequate for investment profit stochasticity assessment portfolio earlier suggested by the author, including portfolio and currency exchange rates fluctuations forecasting system, used to evaluate decisions reliability. The possibilities of model practical application are presented. Experimental results of the model application enable us to state that global currency and capital markets are not homogeneous, that almost always there are possibilities to find a decision management strategy, permitting to have advantage over overall market decisions made, using only historical market data.
- Subjects
DECISION making; FOREIGN exchange; MONEY market; INVESTMENTS; CAPITAL market; INTERNATIONAL trade financing
- Publication
Business: Theory & Practice, 2006, Vol 7, Issue 2, p55
- ISSN
1648-0627
- Publication type
Article
- DOI
10.3846/btp.2006.08