dc.contributor.author | Dzikevičius, Audrius | |
dc.date.accessioned | 2023-09-18T19:30:05Z | |
dc.date.available | 2023-09-18T19:30:05Z | |
dc.date.issued | 2005 | |
dc.identifier.issn | 1648-8156 | |
dc.identifier.other | (BIS)VGT02-000011598 | |
dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/140127 | |
dc.description.abstract | Risk adjustment of returns and performance measurement is one of the most popular topics at financial institutions around the world today. For the management board of a certain financial institution it is very important to know what risksit is bearing whileachieving a certain level of returns. Risk adjustment and performance evaluation criteria are very important because of the number of different uses. Risk adjustment may be carried out in a number of different ways. The most accurate and promising risk adjustment procedure - the generalized Sharpe rule - gives correct answer subject to few limitations, and accommodates any correlations of candidate positions with existing portfolio. The article addresses the application of the generalized Sharpe rule for making investment decisions, tackling portfolio hedging issues, and effectively managing structure of assets portfolio. | eng |
dc.format.extent | p. 31-38 | |
dc.format.medium | tekstas / txt | |
dc.language.iso | lit | |
dc.title | Apibendrintos Sharpe metodikos taikymas portfeliui valdyti | |
dc.type | Straipsnis kitame recenzuotame leidinyje / Article in other peer-reviewed source | |
dcterms.references | 7 | |
dc.type.pubtype | S4 - Straipsnis kitame recenzuotame leidinyje / Article in other peer-reviewed publication | |
dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
dc.subject.researchfield | S 004 - Ekonomika / Economics | |
dcterms.sourcetitle | Verslas, vadyba ir studijos'2004 : mokslo darbai = Business, management and education'2004 : proceedings | |
dc.publisher.name | Technika | |
dc.publisher.city | Vilnius | |
dc.identifier.elaba | 3723971 | |