PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F12%3APU98456" target="_blank" >RIV/00216305:26510/12:PU98456 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

Original language description

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.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

The 7th Internation Scientific Conference

ISBN

978-609-457-116-9

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

17-21

Publisher name

Vilnius Gediminas Technical University

Place of publication

Vilnius, Lithuania

Event location

Vilnius

Event date

May 10, 2012

Type of event by nationality

CST - Celostátní akce

UT code for WoS article

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