Graduate papers
  
Description of the graduate paper
Form of studies Master
Title of the study programm Business Finance
Title in original language Investīciju vadīšana pasaules valūtu tirgū
Title in English Investment Management in Foreign Exchange
Author Zori Sahakyan
Department Foreign Students Department
Scientific advisor Konstantins Kozlovskis
Reviewer Nataļja Lāce
Abstract The purpose of thesis is to develop an effective investment management method in Foreign Exchange on the basis of a comprehensive study of the modern Forex currency market dynamics that will have methods and tools of academic investment management theories as a base. The author used autoregression models to predict expected risk and return of financial instruments to make Markowitz portfolio methodology more effective in the context of investment management in the foreign exchange.
Keywords Autoregression model integration to Markowitz theory in Foreign Exchange
Keywords in English Autoregression model integration to Markowitz theory in Foreign Exchange
Language eng
Year 2016
Date and time of uploading 02.06.2016 23:26:59