Noslēguma darbu reģistrs
  
Studiju darba apraksts
Studiju veids maģistra akadēmiskās studijas
Studiju programmas nosaukums Uzņēmējdarbības finanses
Nosaukums Investīciju vadīšana pasaules valūtu tirgū
Nosaukums angļu valodā Investment Management in Foreign Exchange
Autors Zori Sahakyan
Struktūrvienība 02A00 Ārzemju studentu departaments
Darba vadītājs Konstantins Kozlovskis
Recenzents Nataļja Lāce
Anotācija 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.
Atslēgas vārdi Autoregression model integration to Markowitz theory in Foreign Exchange
Atslēgas vārdi angļu valodā Autoregression model integration to Markowitz theory in Foreign Exchange
Valoda eng
Gads 2016
Darba augšupielādes datums un laiks 02.06.2016 23:26:59