| Studiju veids |
maģistra akadēmiskās studijas |
| Studiju programmas nosaukums |
Uzņēmējdarbības finanses |
| Nosaukums |
Investīciju vadīšana pasaules valūtu tirgū |
| Nosaukums angļu valodā |
Investment Management in Foreign Exchange |
| Struktūrvienība |
22000 Inženierekonomikas un vadības fakultāte |
| 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 |
