Double Trump Decision Management Portfolio in Global Exchange
The main goal of the article is to reveal the content of the so-called quot;double trumpquot; decision management model in the global currency market and to present the possibilities and results of its practical application. This model is developed on the basis of the author's earlier proposed model of adequate investment decision evaluation portfolio; and it was experimentally implemented with the aid of a special currency rate change forecasting system. The investigation was carried out using real FOREX data for the period from 11 December to 10 October.The conceptual aim of the article is to broaden the discussion about financial market efficiency by testing market efficiency theory not through an attempt to defeat the market, but through proving market homogeneity, i.e. proving that there are always non-efficiency shoals in the market, when it is possible to elaborate a decision strategy allowing an advantage over the real market decisions over a rather long period of time.The pragmatic aim of the research is to find the possibilities and means of decision management in the currency market strategies advantageous over particular market decisions in general. Continuous development and practical use of such strategies should help in forming market intelligence
Year of publication: |
[2007]
|
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Authors: | Rutkauskas, Aleksandras Vytautas |
Other Persons: | Stasytyte, Viktorija (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Saved in:
freely available
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1009534 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012729258
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