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With double trump portfolio through whirls of financial crisis

Abstract

In the article decision management in 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 model application enable us to state; that global currency and capital markets are not homogeneous; that is; almost always there are possibilities to find decision management strategy; letting to have advantage over overall market decisions made; using only historical market data.


Su dvigubo kozirio portfeliu per finansų krizės sūkurius


Santrauka


Pagrindinis straipsnio tikslas – tolesnis dvigubo kozirio portfelio modelio atitikties tam tikrų globalios valiutų rinkos elgsenos aspektų atspindėjimui vertinimas, efektyvių investavimo strategijų paieška. Šių tikslų siekta nagrinėjant svarbias dvigubo kozirio portfelio analitines savybes ir atliekant statistinį investavimo sprendimų įvertinimą. Eksperimentui buvo pasirinkti FOREX 2007 01 02–2009 04 09 duomenys, tuo siekiama aprėpti svarbius globalius finansų krizės etapus.


Reikšminiai žodžiai: dvigubo kozirio portfelis, portfelio investavimo strategija, adekvatusis investicinių sprendimų patikimumo vertinimo portfelis.

Keyword : Double Trump Portfolio, portfolio investment strategy, investment profit stochasticity assessment portfolio

How to Cite
Rutkauskas, A., & Valiulis, D. (2009). With double trump portfolio through whirls of financial crisis. Business: Theory and Practice, 10(4), 259-268. Retrieved from https://journals.vgtu.lt/index.php/BTP/article/view/8955
Published in Issue
Dec 10, 2009
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