Vektorių investavimo strategijos
The model is based on the adequate for investment profit stochasticity assessment portfolio, earlier suggested by the author, including portfolio and currency exchange rates fluctuations forecasting system, used to evaluate decisions reliability.
The possibilities of model practical application are presented. Experimental results of model application enable us to state, that global currency and capital markets are not homogeneous, that is, almost always there are possibilities to find decision management strategy, letting to have advantage over overall market decisions made, using only historical market data.
Keywords: Double Trump Portfolio, portfolio investment strategy, investment profit stochasticity assessment portfolio.
Pagrindinis straipsnio tikslas--tolesnis dvigubo kozirio portfelio modelio atitikties tam tikru globalios valiutu rinkos elgsenos aspektu atspindejimui vertinimas, efektyviu investavimo strategiju paieska. Siu tikslu siekta nagrinejant svarbias dvigubo kozirio portfelio analitines savybes ir atliekant statistini investavimo sprendimu ivertinima.
Eksperimentui buvo pasirinkti FOREX 01 04 09 duomenys, tuo siekiama aprepti svarbius globalius finansu krizes etapus. Reiksminiai zodziai: dvigubo kozirio portfelis, portfelio investavimo strategija, vektorių investavimo strategijos investiciniu sprendimu patikimumo vertinimo portfelis.
