In this thesis we consider two comparative statics questions of changes in risk. The first question concerns situations where an individual faces some risk and has no control over the uncertain environment. In these situations we ask what kind of changes in risk will cause the individual's...

Draudimo kompanijų veiklos principas - prisiimti apdraustųjų rizikas. Tuo atveju, kai apdraustųjų rizikos yra skirtingos, tikslinga, atsižvelgiant į rizikos laipsnį, pritaikyti atitinkamas draudimo įmokas, todėl labai svarbu nustatyti ir įvertinti požymių, lemiančių draudžiamojo...

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...

A “fund of funds (FoF)” is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose - apart from the challenges that arise for every portfolio to...