Publication result detail

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

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

Original Title

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

English Title

PROPOSAL OF INVESTMENT PORTFOLIO OF HEDGE FUND

Type

Paper in proceedings (conference paper)

Original Abstract

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.

English abstract

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.

Keywords

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

Key words in English

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

Authors

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

RIV year

2013

Released

10.05.2012

Publisher

Vilnius Gediminas Technical University

Location

Vilnius, Lithuania

ISBN

978-609-457-116-9

Book

The 7th Internation Scientific Conference

Edition

1

Pages from

17

Pages to

21

Pages count

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"
}