In this paper, we introduce an incomplete-market dynamic investment model with a correlated background risk. In so … doing, we show the impact of background risk on the investment decisions. …

A major obstacle in the existing models of forward dynamic utilities and investment performance evaluation is to …-continuous viscosity solutions to the portfolio model. …

, we introduce Hausdorff-continuous viscosity solutions to the portfolio model. …

the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …

the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …

Ethical investments have become increasingly popular over the past years. Ethical funds restrict their investment based …. The analysis of the portfolio composition shows that there are small differences in the structure of portfolios concerning …

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 … theory. Theses have two main parts theoretical and empirical. In theoretical part theses analyses the meaning of investment …, securities and evolution of portfolio theory. This part also includes the meaning of risks and return, as well as the importance …

Sectoral investment allows individual investors to achieve targeted goals and earn higher profits. For this reason, the … 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 …

sustainable individual or household portfolio. It can generate higher investment returns for an investor and, moreover, make the … invest. Investment should become a natural part of personal finance management in the majority of households. For this reason …, an investment model is developed where stocks are selected based only on market intelligence using historical data. The …