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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