Theoretical and Applied Economics
No. 9 / 2006 (504)
Study about Markowitz Model Applicability on Romanian Stock Exchange Market
Universitatea „Valahia” Târgoviste
Abstract. This paper deals with the application of the analysis on a portfolio made up of eight titles, through determination of the portfolio with absolute minimum variation and of the frontier of efficiency. Thus, using the Markowitz model, the dimensions of the portfolio with minimum absolute variation could be established but its profitability was smaller than the profitability offered by the BET rating. The best strategy to follow in this respect would have been to adopt a passive strategy and to take over the structure of the rating in the investment of portfolio for a good profitability but with a higher risk.
Contents
Empiric Study about the Mix Fiscal Policy – Economic Development
New Optics in Analysis and Work Estimation of Abroad Romanian Citizens
Study about Markowitz Model Applicability on Romanian Stock Exchange Market
Innovation Policy in European Union
Competitive Advantaje Anatomy: from Methodological Holism to State Capture
Aspects Regarding Optimization in Economy Informatics
Validation Techniques of the Intern Models for Credit Risk
The Financial Crisis between the XXth and XXIst Centuries and the Corporate Governance
Romanian Capital Market Analysis in 2006. Perspectives for 2007
The Relevance of Using Mathematical Models in Macroeconomic Policies Theory
Foundations of Financial Accounting Organization and Cost Calculation using Activity-Based Costing Method in Romanian Textile Industry
Budgetary Policy and Seignorage
Academic Curricula Models of Teaching Foreign Languages and Economic Profession Standards