Investor‘s possibilities evaluation in capital and exchange markets

Rutkauskas, Aleksandras Vytautas

Use this url to cite publication: https://hdl.handle.net/20.500.14911/121010

Investor‘s possibilities evaluation in capital and exchange markets

Details

Publication Type (CRIS)

Straipsnis konferencijos medžiagoje Web of Science duomenų bazėje / Article in conference proceedings in Web of Science database (P1a1)

Publication Type (eLABa)

Straipsnis konferencijos darbų leidinyje Web of Science DB / Article in conference proceedings Web of Science DB (P1a)

Author(s)

Author	Affiliation
Rutkauskas, Aleksandras Vytautas	Finansų inžinerijos katedra / Department of Financial Engineering (1148)

Title

Investor‘s possibilities evaluation in capital and exchange markets

[en]

Aleksandras Vytautas Rutkauskas

Is part of

5th international scientific conference Business and management' 2008. 16-17 May 2008 Vilnius, Lithuania : selected papers / International North German Academy of Informatology (Stralsund), Vilnius Gediminas Technical University, Riga Technical University, Tallinn University of Technology, Brno University of Technology, Slovak University of Technology, Technical University (Sofia, Bulgaria), University of Foggia (Italy), Information Society Development Committee under the Government of the Republic of Lithuania, Lithuanian Academy of Science, Infobalt Lithuania

Published In

Year	Start Page	End Page
2008	206	213

Publisher

Vilnius : Technika, 2008

Extent

p. 206-213

URI

URI
https://hdl.handle.net/20.500.14911/121010

Cited references

Science / Art Area

Socialiniai mokslai / Social sciences (S)

Field of Science / Art

Vadyba / Management (S003)

Keywords (en)

Abstract (en)

The main objective of the paper is to analyse the author’s proposed model, which is adequate for stock prices and currency exchange rates markets stochasticity, as well as discuss its application to investor‘s possibilities research in those markets. The paper is grounded on the hypothesis of stratification of stock profitability ratios, traded on the market. In other words, the concept of stratification means concentration into certain groups in risk-profitability plane. If the hypothesis proved overall, then a constructive scheme for investor‘s possibilities re-search in exchange and capital markets would appear, as well as efficient investment strategies would develop.