dc.contributor.author | Vilkancas, Renaldas | |
dc.date.accessioned | 2023-09-18T16:49:48Z | |
dc.date.available | 2023-09-18T16:49:48Z | |
dc.date.issued | 2016 | |
dc.identifier.issn | 1802-8527 | |
dc.identifier.other | (BIS)VGT02-000032242 | |
dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/117333 | |
dc.description.abstract | While using asymmetric risk-return measures an important role is played by selection of the investor's required or threshold rate of return. The scientific literature usually states that every investor should define this rate according to their degree of risk aversion. In this paper, it is attempted to look at the problem from a different perspective - empirical research is aimed at determining the impact of the threshold rate of return on the investment portfolio. | eng |
dc.format | PDF | |
dc.format.extent | p. 56-67 | |
dc.format.medium | tekstas / txt | |
dc.language.iso | eng | |
dc.relation.isreferencedby | Business Source Complete | |
dc.relation.isreferencedby | Index Copernicus | |
dc.source.uri | https://trends.fbm.vutbr.cz/index.php/trends/article/view/339 | |
dc.subject | VE05 - Socioekonominių sistemų universalaus tvarumo tyrimai / Universal sustainability research | |
dc.title | Omega-optimized portfolios: applying stochastic dominance criterion for the selection of the threshold return | |
dc.type | Straipsnis kitoje DB / Article in other DB | |
dcterms.references | 23 | |
dc.type.pubtype | S3 - Straipsnis kitoje DB / Article in other DB | |
dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
dc.subject.researchfield | S 004 - Ekonomika / Economics | |
dc.subject.ltspecializations | L103 - Įtrauki ir kūrybinga visuomenė / Inclusive and creative society | |
dc.subject.en | Omega function | |
dc.subject.en | Portfolio optimization | |
dc.subject.en | Threshold return | |
dc.subject.en | Stochastic dominance | |
dc.subject.en | Differential evolution (DE) | |
dcterms.sourcetitle | Trends economics and management = Trendy ekonomiky a management | |
dc.description.issue | no. 25 | |
dc.description.volume | vol. 10 | |
dc.publisher.name | Brno University of Technology | |
dc.publisher.city | Brno | |
dc.identifier.doi | 10.13164/trends.2016.25.56 | |
dc.identifier.elaba | 20265183 | |