Theoretical and Applied Economics
No. 11 / 2013 (588)
Specific patterns in portfolio analysis
The Bucharest University of Economic Studies
Mădălina Gabriela ANGHEL
„Artifex” University of Bucharest
Abstract. In the mid-twentieth century, under an unprecedented growth of the business of trading in securities, the need to provide a modern framework for assessing the performance of portfolios of financial instruments was felt. To that effect, it is noted that over this period, more and more economists have attempted to develop statisticalmathematical models that ensure the evaluation of profitability and portfolio risk securities. These models are considered to be part of "the modern portfolio theory".
Keywords: Markowitz model; the optimal portfolio; profitability portfolios; inefficient portfolios; efficient portfolios.
Contents
- Specific patterns in portfolio analysis
Gabriela Victoria ANGHELACHE
Mădălina Gabriela ANGHEL
- A turnpike theorem involving a modified Golden Rule
Darong DAI
Kunrong SHEN
- General aspects regarding the evolution of GDP in Romania
Constantin ANGHELACHE
Alexandru MANOLE
Georgian ŞERBAN
Andreea Gabriela BALTAC
Adina Mihaela DINU
- Interday drifts in opening stock returns
Andrey KUDRYAVTSEV
- Entrepreneurship among higher education graduates in 13 European countries
Ana-Maria ZAMFIR
Eliza-Olivia LUNGU
Cristina MOCANU
- Innovative methods to analyze the stock market
in Romania. Studying the volatility of the Romanian
stock market with the ARCH and GARCH models
using the “R” software
Antoniade-Ciprian ALEXANDRU
Nicoleta CARAGEA
Ana-Maria DOBRE
- Anomalies on the capital markets from the former communist European countries
Dragoş Ştefan OPREA
- Prerequisites for modeling price and return data series
for the Bucharest Stock Exchange
Andrei TINCA
- Between fiscal discipline and economic recovery. The solutions problem
Anca Maria GHERMAN
George ŞTEFAN
- Origin of the product and the buying decision
Cristina VEITH
Costin LIANU