CONSTRUCTING AN OPTIMAL INVESTMENT PORTFOLIO FOR THE BANK OF LITHUANIA

The main goal of this article is to illustrate the strategy, devised to improve the effectiveness of utilizing the financial assets, or in this case, the official international reserves, belonging to the Bank of Lithuania. In Lithuania, the value of financial assets as a percentage of total state as...

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Bibliographic Details
Published in:Ekonomika
Main Authors: Birutė Galinienė, Justina Stravinskytė
Format: Artigo
Language:Inglês
Published: Vilniaus Universitetas 2016
Subjects:
Economía y Finanzas
VaR
Sharpe ratio
Harry Markowitz
Online Access:https://www.redalyc.org/articulo.oa?id=692273677002
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