Theoretical and Applied Economics
No. 4 / 2014 (593)
Using the regression model for the portfolios analysis and management
Bucharest University of Economic Studies, “Artifex” University of Bucharest, Romania
Mădălina Gabriela ANGHEL
“Artifex” University of Bucharest, Romania
Abstract. In the frame of this article we submitted the practical possibilities to analyse the stock market activity in Romania, by means of the linear regression model. Thus, the study is focusing on the existing correlations between the yield of a portfolio formed by ten financial assets issued by companies quoted on the main market at the Bucharest Stock Exchange and the overall evolution of the capital market in Romania, expressed with the help of the Bucharest Exchange Trading index. A linear regression model implies that the methods used for estimating the two parameters, the methods applied for testing the properties of the regression model estimators as well as the main aspects concerning the utilization of the regression model in making predictions are well known.
Keywords: linear regression, financial instruments portfolio, BET index, yields, correlation coefficient.
Contents
- Banking relationship management – A new paradigm?
Vasile DEDU
Dan Costin NIȚESCU
- The analysis of time intervals for establishing types of users
Ion IVAN
Alin ZAMFIROIU
Bogdan VINTILĂ
- VAR analysis on Foreign Direct Investment in Romania
Marinela GEAMĂNU
- Using the regression model for the portfolios analysis
and management
Constantin ANGHELACHE
Mădălina Gabriela ANGHEL
- The role of small and medium enterprises
and poverty in Pakistan: An empirical analysis
Sharafat ALI
Humayun RASHID
Muhammad Aamir KHAN
- Dimensions of the destination’s sensory profile. Case study: Muntenia
Aurelia-Felicia STĂNCIOIU
Mihail-Cristian DIŢOIU
Nicolae TEODORESCU
Lucian-Florin ONIŞOR
- Study on the competitiveness of Small and Mediumsized Enterprises (SMEs) in Vâlcea County
Daniel Sorin MANOLE
Elena NISIPEANU
Răzvan DECUSEARĂ
- Relation between monetary announcement
and Phillips Curve?
An empirical study from Malaysia
Abey P. PHILIP
- Management priorities to increase labor force flexibility
in the Romanian organizations
Ionuţ CĂŞUNEANU
- Behavioral finance: new research trends, socionomics
and investor emotions
Adrian MITROI
Alexandru OPROIU