Gotowe bibliografie tematyczne / Investment profit stochasticity assessment portfolio

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Gotowa bibliografia na temat „Investment profit stochasticity assessment portfolio”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Investment profit stochasticity assessment portfolio"

Rutkauskas, Aleksandras Vytautas, and Donatas Valiulis. "With Double Trump Portfolio through Whirls of Financial Crisis." Business: Theory and Practice 10, no. (4) (2009): 259–68. https://doi.org/10.3846/1648-0627.2009.10.259-268.

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In the article decision management in global currency market FOREX model is presented. 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 str

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Rutkauskas, Aleksandras Vytautas, Vytautas Lukoševičius, and Vaidotas Jakštas. "Twofold Trump Portfolio Application for Decision Management in a Global Currency Exchange Market." Business: Theory and Practice 7, no. (2) (2006): 55–72. https://doi.org/10.3846/btp.2006.08.

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In the article decision management in a global currency market "FOREX"" model is presented. 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 the model application enable us to state that global currency and capital markets are not homogeneous, that almost always there are possibilities to find a decision managemen

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Rutkauskas, Aleksandras Vytautas, and Jelena Stankevičienė. "FORMATION OF AN INVESTMENT PORTFOLIO ADEQUATE FOR STOCHASTICITY OF PROFIT POSSIBILITIES." Journal of Business Economics and Management 4, no. 1 (2003): 3–12. http://dx.doi.org/10.3846/16111699.2003.9636033.

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The paper deals with the conception of integrated bank assets and liabilities portfolio adequate to stochastic nature of assets profitability and liabilities expenditures. Two interconnected situations are considered. Firstly, the principles of construction of an investment portfolio, adequate to stochastic nature of an investment yield arc considered. Further, the idea of consideration and optimal selection of integrated assets and liabilities portfolio is considered. These problems are solved on the basis of the authors’ idea of investment portfolio adequate for stochastic nature of investme

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Sayyed, Irfan. "Formation of adequate Investment Portfolio for Stochasticity of Profit Possibilities." International Journal of Mathematics Trends and Technology 28, no. 1 (2015): 34–51. http://dx.doi.org/10.14445/22315373/ijmtt-v28p508.

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Rizky, Bimbi Ardhana, Sudarno Sudarno, and Diah Safitri. "PENGUKURAN RISIKO KREDIT DAN PENGUKURAN KINERJA DARI PORTOFOLIO OBLIGASI." Jurnal Gaussian 7, no. 1 (2018): 43–53. http://dx.doi.org/10.14710/j.gauss.v7i1.26634.

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Except getting coupon as a profit, there is loss probability in bond investment that is credit risks investment. One way to measure the credit risk of a bond is to use the credit metrics method. It uses the ratings of the bond issuer company and the transition rating issued by the rating company for its calculations. Mean Variance Efficient Portfolio (MVEP) can be used to make an optimal portfolio so that risk can be obtained to a minimum. An assessment of portfolio performance is needed to increase confidence to invest. Sharpe index can measure portfolio performance based on return value of b

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Yuzvovich, L. I., and M. I. Lvova. "Asset Allocation and Risk Assessment in the Securities Portfolio Management System." Finance: Theory and Practice 29, no. 2 (2025): 94–106. https://doi.org/10.26794/2587-5671-2025-29-2-94-106.

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The agro-industrial complex is an important component of the economy. However, this sector is characterized by a complex structure, limited resources and dependence on government actions. For these reasons, portfolio management in the agro-industrial sector requires special attention when developing the investment strategy. In this regard, the study of the strategy and methodology of managing the securities portfolio of the agro-industrial complex is an urgent topic in the context of restructuring of the Russian economy. The main task in managing the securities portfolio is to attract the fina

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Safitri, Kristika, Tarno Tarno, and Abdul Hoyyi. "PENGUKURAN KINERJA PORTOFOLIO OPTIMAL SAHAM LQ45 MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM) DAN LIQUIDITY ADJUSTED CAPITAL ASSET PRICING MODEL (LCAPM)." Jurnal Gaussian 10, no. 2 (2021): 230–40. http://dx.doi.org/10.14710/j.gauss.v10i2.29414.

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Investment is planting some funds to get profit and the stock is one of the type of investment in fincancial that the most interested for investors. To avoid the risk of investing, investors try to diversify their invesments by using portfolio. Stock portfolio is investment which comprised of various stocks from different companies, with the expect when the price of one stock decreases, while the other increases, then the investments do not suffer losses. Models that can be used to make a portfolio, one of them is Capital Asset Pricing Model (CAPM) and Liquidity Adjusted Capital Asset Pricing

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Mishenin, Yevhen, Iryna Marekha, Inessa Yarova, Olha Kovalova, and Tetiana Pizniak. "Optimizing a portfolio of agri-environmental investments." Agricultural and Resource Economics: International Scientific E-Journal 8, no. 1 (2022): 115–32. http://dx.doi.org/10.51599/are.2022.08.01.06.

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Purpose. The purpose of the article is to substantiate theoretical-and-methodological provisions for building investment portfolios in agribusiness by the criterion of minimizing environmental risk of selected investment-financing strategies. Methodology / approach. In the article, on the basis of the dialectical method of cognition, the following methods were used: abstract-logical – in the systematization of scientific papers on the problem of diversification and optimization of the agricultural investment portfolio; system analysis and comparison – in the study of portfolio theories a

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yadav, Bineet. "THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32916.

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THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES. UNDER THE GUIDANCE OF Prof. Reji john SOB, GALGOTIAS UNIVERSITY SUBMITTED BY Bineet yadav 22GSOB2010640 MBA 2022-2024 SCHOOL OF BUSINESS GALGOTIAS UNIVERSITY ABSTRACT This study delves into the investment patterns and banking requirements of housing societies, examining their financial management practices for sustainability and growth. Through a comprehensive analysis of market dynamics, company performance, risk assessment, valuation methods, investment strateg

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Sulistianingsih, Evy, Dedi Rosadi, and Maharani Abu Bakar. "Credible Delta Gamma (THETA) Normal Value at Risk for Assessing European Call Option Risk." Sains Malaysiana 53, no. 9 (2024): 3197–213. http://dx.doi.org/10.17576/jsm-2024-5309-23.

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The current research introduces a novel risk metric called credible delta-gamma (theta)-normal Value-at-Risk (CredDGTN VaR) for the purpose of the option risk assessment. CredDGTN VaR represents an extension of the credible Value-at-Risk (CredVaR) framework, whereby risk assessment is conducted through the integration of CredVaR with delta-gamma(theta)-normal VaR. The present study introduces a novel approach that is deemed suitable for evaluating the risk of a portfolio of European call options. The proposed method takes into account the nonlinear interdependence of the market risk factors de

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Streszczenia konferencji na temat "Investment profit stochasticity assessment portfolio"

Yeter, Baran, Yordan Garbatov, and Carlos Guedes Soares. "Analysis of Life Extension Performance Metrics for Offshore Wind Assets." In ASME 2022 41st International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2022. http://dx.doi.org/10.1115/omae2022-78184.

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Abstract The objective of the present study is to investigate systematically the key metrics to evaluate the life extension performance of offshore wind farm operations. Finding the appropriate performance metric for an operation is essential for a durable, reliable, and profitable offshore wind farm operation. The analyzed key performance metrics are gross profit margin, return on asset, compounded annual rate of return of initial investment and levelized cost of energy. The mean value and standard deviation of each performance metric are calculated within a probabilistic techno-economic asse

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