| 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 |
| Department |
22000 Faculty of Engineering Economics and Management |
| 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 |
