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Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos lygtį įtraukia apibendrintą ilgos atminties filtrą, paremtą...
Persistent link: https://www.econbiz.de/10009479239
return and risk of personal investment into financial instruments. There are two parts of bachelor: theoretical and … investment return and risk, there was chosen three investments forms: deposits, mutual funds and Lithuanian pension funds of … forms for a statistical resident. The effectiveness of an investment has been evaluated by comparing the investment return …
Persistent link: https://www.econbiz.de/10009479294
investment return and measurement of the risk. At the same time the analysis of various author opinions, how useful these models … return of investment depend not only from the economical sectors in which the firm function but and from the distribution of …
Persistent link: https://www.econbiz.de/10009479349
The present paper analyses the portfolios composed from the shares of some Lithuanian firms. The methods applied to compose and examine the portfolios were those used in foreign countries: the Makowitz model, the Sharpe model, and the randomly composed portfolio. The latter model is the one in...
Persistent link: https://www.econbiz.de/10009479357
development and evolution of risk adjusted performance models have been analyzed in the theoretical part of the paper. Largest … adjusted performance measures. Also, performance attribution to market timing and selectivity are analyzed. Three year period … outcomes during the financial uncertainty. The paper also highlights top performance mutual funds that managed to exceed the …
Persistent link: https://www.econbiz.de/10009478441
is an integral part of the business. All companies want to improve performance from the small farmers and micro … enterprises, to multinational corporations and global conglomerates. Therefore, it is necessary to improve their performance … aspects of performance in support of the concept of identification forms;2. To reveal the performance evaluation of the …
Persistent link: https://www.econbiz.de/10009478505
Master thesis analyzes UAB (PLLC) “Mažeikių šilumos tinklai” (further referred to as company) performance efficiency … decisions in improving financial status of the company (utilization of natural rare gas) as well as ensuring performance … energy, for the economic assessment of their performance efficiency, is presented in the form of a table (on the grounds of …
Persistent link: https://www.econbiz.de/10009479116
Lietuvoje sparčiai augant bankų paskolų portfeliams, kurių pagrindinė sudedamoji dalis yra verslo klientų paskolos, bei įsigaliojant naujiems Bazelis II normatyvams finansinėms institucijoms atsiranda sėkmingo kredito rizikos valdymo ir tam tinkamo modelio pasirinkimo aktualumas....
Persistent link: https://www.econbiz.de/10009478735
Bakalauro baigiamajame darbe UAB „JA Prekyba“ ir UAB „Elux“ pavyzdžiu atlikta apyvartinio kapitalo valdymo sprendimų įtaka finansiniams rezultatams. Baigiamąjį darbą sudaro dvi dalys. Pirmoje darbo dalyje remiantis Lietuvos ir užsienio autorių moksline literatūra buvo nagrinėti...
Persistent link: https://www.econbiz.de/10009479187
Persistent link: https://www.econbiz.de/10001249382