Theoretical and Applied Economics
No. 9 / 2014 (598)
Diversifying the risk through portfolio investment
Bucharest University of Economic Studies, Romania
Constantin ANGHELACHE
Bucharest University of Economic Studies, Romania „ARTIFEX” University of Bucharest, Romania
Abstract. The stock exchange markets are characterized by high dynamics of the investment activity, mainly portfolio investments. The existing relation between yield and risk, on one side, and the portfolio diversification, on the other side, are two basic aspects allowing the investors to build up a portfolio founded on the yield and risk targets which they are aiming. In the frame of this article we have applied the Marcowitz model on a number of portfolios of equities issued by commercial companies listed at the Bucharest Stock Exchange on the main REGS market.
Keywords: financial instrument, portfolio, risk diversification, yield, Markowitz model.
Contents
- Diversifying the risk through portfolio investment
Gabriela Victoria ANGHELACHE
Constantin ANGHELACHE
- Heterogeneous funding patterns and income structure
of Croatian banks: panel data evidence
Ana KUNDID
- Young people’s considerations regarding the fidelity
of tourism products consumption
Andreea BOTOŞ
Aurelia-Felicia STĂNCIOIU
Anamaria-Cătălina RADU
Nicolae TEODORESCU
- A stochastic convergence analysis
for selected East Asian and Pacific countries:
A Fourier unit root test approach
Veli YILANCI
Ercan SARIDOĞAN
Okşan ARTAR
- Economic disparities between urban and rural
Romanian labor market
Mihaela Roberta STANEF
- Corporate social responsibility reporting of the banks
in Bosnia and Herzegovina, Croatia and Montenegro
Andrijana ROGOŠIĆ
- Demo-economic restructuring in South-Muntenia
development region. Causes and effects
on the regional economy
Ionuţ BUŞEGA
- Adaptability and competitiveness of Romanian
aeronautical industry in the European context
Daniela MOCENCO
- Assessment of key determinants for economic growth
in Pakistan
Sami ULLAH
Saleem KHAN
Farid ULLAH
- The public debt management and the political marketing
in the context of negative economic fluctuations
on a global level
Claudia BENCHESCU
Cosmin-Mihai LEFTER
Daniel Constantin PETREA
Alexandru BODISLAV