Detail publikace

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

BUDÍK, J. DOSKOČIL, R. SMOLÍKOVÁ, L.

Originální název

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

This paper deals with the Hedge Fund as a alternative investment opportinuty. The key of Hedge Fund success is stable and robust investment strategies with high focus on risk management. This paper describes one part of all Hedge Fund investment portfolio. Purposed strategy use foreign exchange pairs (USD.JPY and GBP.USD) as a financial instrument for decision making. As a main tool for proposing of this investment strategy is software MATLAB, which include financial and statistical toolbox and is connected to broker for decision making realization in real time. The key is to purpose low volatility investment strategy with low risk and diversification with other investment strategies.

Klíčová slova

Hedge Fund, investment strategy, MATLAB, foreign exchange, decision making, investment opportunities.

Autoři

BUDÍK, J.; DOSKOČIL, R.; SMOLÍKOVÁ, L.

Rok RIV

2012

Vydáno

10. 5. 2012

Nakladatel

Vilnius Gediminas Technical University

Místo

Vilnius, Lithuania

ISBN

978-609-457-116-9

Kniha

The 7th Internation Scientific Conference

Edice

1

Číslo edice

1

Strany od

17

Strany do

21

Strany počet

6

BibTex

@inproceedings{BUT91946,
  author="Jan {Budík} and Radek {Doskočil} and Lenka {Širáňová}",
  title="PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND",
  booktitle="The 7th Internation Scientific Conference",
  year="2012",
  series="1",
  number="1",
  pages="17--21",
  publisher="Vilnius Gediminas Technical University",
  address="Vilnius, Lithuania",
  isbn="978-609-457-116-9"
}