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.
Contents
Banking relationship management – A new paradigm?
The analysis of time intervals for establishing types of users
VAR analysis on Foreign Direct Investment in Romania
Using the regression model for the portfolios analysis and management
The role of small and medium enterprises and poverty in Pakistan: An empirical analysis
Dimensions of the destination’s sensory profile. Case study: Muntenia
Corporate Governance in Eastern Europe: Case of Romania and Russian Federation
Study on the competitiveness of Small and Mediumsized Enterprises (SMEs) in Vâlcea County
Relation between monetary announcement and Phillips Curve? An empirical study from Malaysia
Management priorities to increase labor force flexibility in the Romanian organizations
Behavioral finance: new research trends, socionomics and investor emotions