Constructing an optimal investment portfolio for the Bank of Lithuania

The main goal of this article is to illustrate the strategy, devised to improve the effectiveness of utilizing the financial assets, or in this case, the official international reserves, belonging to the Bank of Lithuania. In Lithuania, the value of financial assets as a percentage of total state a...

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Bibliographic Details
Main Authors: Birutė Galinienė, Justina Stravinskytė
Format: Article
Language:English
Published: Vilnius University Press 2016-04-01
Series:Ekonomika
Subjects:
VaR
Online Access:https://www.journals.vu.lt/ekonomika/article/view/9909