Baigiamajame magistro darbe nagrinėjami pagrindiniai Baltijos šalių – Lietuvos, Latvijos ir Estijos makroekonominiai rodikliai. Aprašytos Baltijos šalių ūkio dinamikos ir raidos tendencijos. Atlikta pirminė statistinių duomenų analizė, kurios metu nustatyti pagrindinių Baltijos...

Modern societies are facing energy and environmental challenges. In a framework of climate change, escalating global energy consumption, declining fossil sources and uncertainties regarding future supply, one key question of the 21st century is how to secure a clean and efficient power...

Tyrimo objektas – pajamų iš pelno mokesčio prognozavimas.Tyrimo tikslas – pasiūlyti pelno mokesčio pajamų prognozavimo modelį, kuris tiksliausiai prognozuotų pelno mokestį Lietuvos ekonominėmis sąlygomis.Uždaviniai:1) nustatyti pelno mokesčio įtaką valstybės pajamoms;2)...

The paper has a methodological character. It deals with possibilities of univariate time series models use in forecasting the regional labour market indicators. The main attention is focused on methodology for combining forecasts from different individual procedures. Forecasting performances of...

Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal portfolio choice from a universe of available investments. However, the asset weightings from portfolio selection...

This paper investigates the farm level impacts of multiple peril yield and revenue insurance in an expected value-variance framework. The analysis is conducted using stochastic simulation jointly with numerical optimisation. Simulation is used to compute the means and variances of revenues as...

The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...

This dissertation consists of four stand-alone research papers which investigate various aspects of hedge fund performance and optimal portfolio choice. The first chapter of this thesis deals with the problem of unobserved hedge fund returns after delisting. It is a joint work with Prof. Jens...

In der vorliegenden Arbeit werden Modelle für die Portfolio-Optimierung analysiert und implementieren. Dabei stehen quantitative Methoden der Fuzzy-Logik im Vordergrund. Zunächst wird das klassische Portfolio-Modell nach Markowitz dargestellt und dessen Resultate für einen Vergleich mit einem...