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".
Contents
Specific patterns in portfolio analysis
A turnpike theorem involving a modified Golden Rule
General aspects regarding the evolution of GDP in Romania
Interday drifts in opening stock returns
Entrepreneurship among higher education graduates in 13 European countries
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
Anomalies on the capital markets from the former communist European countries
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Between fiscal discipline and economic recovery. The solutions problem
Origin of the product and the buying decision