The Portfolio Management of Exchange Rate as a one of Financial Means (Devices) Cover Image

Valiutų kursų portfelio valdymo modelis kaip viena iš finansavimo priemonių
The Portfolio Management of Exchange Rate as a one of Financial Means (Devices)

Author(s): Diana Cibulskienė, Aleksandras Vytautas Rutkauskas
Subject(s): Economy
Published by: VšĮ Šiaulių universiteto leidykla
Keywords: Currency exchange rate; portfolio management; currency exchange rate risk management; optimal portfolio strategies; isoguarantees.

Summary/Abstract: In this paper are described results of research for decision making in exchange market. The object of the research was portfolio decisions making management in exchange market. Creation and utilization of system of trading in currency exchange rates relies only on historical trading data and allows creating trading srategies, which assure positive trading results with desirable guarantee. Authors are relynig on historical trading data in global market of exchange rates (FOREX). Integral decisions managing effect usually is research by forming exchange management portfolios in exchange market.

  • Issue Year: 2004
  • Issue No: 4
  • Page Range: 70-77
  • Page Count: 8
  • Language: Lithuanian
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