With Double Trump Portfolio through Whirls of Financial Crisis Cover Image

Su dvigubo kozirio portfeliu per finansų krizės sūkurius
With Double Trump Portfolio through Whirls of Financial Crisis

Author(s): Aleksandras Vytautas Rutkauskas, Donatas Valiulis
Subject(s): Economy
Published by: Vilnius Gediminas Technical University
Keywords: Double Trump Portfolio; portfolio investment strategy; investment profit stochasticity assessment portfolio

Summary/Abstract: In the article decision management in global currency market FOREX model is presented. The model is based on the adequate for investment profit stochasticity assessment portfolio, earlier suggested by the author, including portfolio and currency exchange rates fluctuations forecasting system, used to evaluate decisions reliability. The possibilities of model practical application are presented. Experimental results of model application enable us to state, that global currency and capital markets are not homogeneous, that is, almost always there are possibilities to find decision management strategy, letting to have advantage over overall market decisions made, using only historical market data.

  • Issue Year: 2009
  • Issue No: 4
  • Page Range: 259-268
  • Page Count: 10
  • Language: Lithuanian