Formation of an investment portfolio adequate for stochasticity of profit possibilities

Rutkauskas, Aleksandras Vytautas; Stankevičienė, Jelena

Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/133192

Formation of an investment portfolio adequate for stochasticity of profit possibilities

Details

Publication Type (CRIS)

Straipsnis kitame recenzuojamame leidinyje / Article in other peer-reviewed edition (S5)

Publication Type (eLABa)

Straipsnis kitame recenzuotame leidinyje / Article in other peer-reviewed publication (S4)

Author(s)

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

Title

Formation of an investment portfolio adequate for stochasticity of profit possibilities

[en]

Aleksandras Vytautas Rutkauskas, Jelena Stankevičienė

Is part of

Journal of Business Economics and Management

Published In

Year	Volume	Issue	Start Page	End Page
2003	IV	1	3	12

Publisher

Stralsund : North-German Academy of Informatology (Stralsund)

Extent

p. 3-12

URI

URI	Access Rights
https://hdl.handle.net/20.500.14911/133192
straipsnis	Viso teksto dokumentas (atviroji prieiga) / Full Text Document (Open Access)

Science / Art Area

Socialiniai mokslai / Social sciences (S)

Field of Science / Art

Ekonomika / Economics (S004)

Abstract (en)

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 yied are considered. [...].