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Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management

Author

Listed:
  • Aleksandras Vytautas Rutkauskas

    (Vilnius Gediminas Technical University)

  • Alina Kvietkauskienė

    (Vilnius Gediminas Technical University)

Abstract

The objective of this article is to identify the content of globalization processes in financial markets. The universal method of investment is offered in order to save the interests of investors – to expand the geography of investment, not leaving without attention innovative activities. This method has become global in financial market segment and thus strengthening the financial system's ability to contribute significantly to the globalization, sustainability and cost-effectiveness of education. It was decided to use adequate investment portfolio model for investment decision making, random fields of stochastic optimization ideas and methods. Findings present sustainable return on investment possibilities. The analysed indicator is expected investment value, measured with a certain size of return and composition of reliability maximization. There are strategies, which allow taking the positive decisions that ensure the optimal portfolio structure in global financial markets. Illustrating the possibilities of their idea, authors provide investment strategies in global foreign exchange and capital markets. The set of results of investment performance, allows the reader to monitor the long-term investment experiment.

Suggested Citation

  • Aleksandras Vytautas Rutkauskas & Alina Kvietkauskienė, 2013. "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(4), pages 21-35.
    • Handle: RePEc:krk:eberjl:v:1:y:2013:i:4:p:21-36
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    File URL: http://eber.uek.krakow.pl/index.php/eber/article/download/25/28
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    References listed on IDEAS

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    More about this item

    Keywords

    investment; adequate portfolio model; globalization; uncertainty;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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