In dealing with traded assets, portfolio considerations have been acore component of modern finance. However … problems with losses on credits. Thecrucial ingredients for any portfolio consideration are the correlationsof returns on loans … portfolio composition and to discover further dimensions responsiblefor the magnitude of the effect.Banks as well as regulatory …

planning stages. Analyze investment vehicles, investment portfolio models. 2 part of the Lithuanian population of personal … financial management capabilities. In order to offer an effective model for personal investment portfolio, performed an economic … analysis of investment instruments. 3 in the analysis of portfolio management theory and practice in dealing with sources of …

This bachelor thesis is about forming investment portfolio from NASDAQ OMX Baltic stocks using Markowitz portfolio …, securities and evolution of portfolio theory. This part also includes the meaning of risks and return, as well as the importance …

This master's final paper formulates portfolio development and management problems, analyzes the fundamental and … price trends in the direction of selected firms, as the most attractive, wich formed a optimal portfolio. …

analysis of theoretical premises and models that are used for formation securities portfolio. The second part of paper …

main aim of this approach is to formate portfolio, using sector rotation strategy, in NASDAQ OMX Vilnius stock market. In … the first part of this work there are discussed issues about theoretical models of portfolio development and management of … portfolio risk assessment and management, evaluation of portfolio formation strategies, highlightening the main advantages and …

randomly composed portfolio. The latter model is the one in which the weight of shares is chosen without reference to any … the randomly selected portfolio, the comparative analysis was done. It was observed that the portfolios composed on the … now. After the risk evaluation, it was observed that if the number of shares in the portfolio grows, the risk decreases …

assets changes when traditional portfolio optimization methods are replaced with newer techniques. Specifically, the … TSP portfolios? (2) Can excess TSP portfolio returns be generated through rebalancing to an optimal mix? If so, what … of coherent risk and portfolio performance measures, in place of variance as the traditional the measure for risk and …

and after the acceptance of a project. The last essay, Investor Sentiment and Optimal Portfolio Selection, analyzes how … the investor sentiment affects the nature and composition of the optimal portfolio as well as the performance measures …. Results suggest that the choice of the investor sentiment completely changes the portfolio composition, i.e., the high …