Application of Markowitz model on the stock market from Romania within the global financial crisis

被引：0

作者：

Badea, Leonardo ^{[1
]}

Petrescu, Marius ^{[1
]}

Stegaroiu, Ion ^{[1
]}

Stefan, Cristina ^{[1
]}

机构：

[1] Univ Valahia Targoviste, Fac Econ Sci, Targoviste, Dambovita, Romania

来源：

RECENT ADVANCES IN BUSINESS ADMINISTRATION | 2010年

关键词：

Markowitz. Portfolio with absolute minimum variance; Frontier efficiency; variance-covariance matrix; Risk;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The present paper aims at answering a series of current questions regarding the opportunity of investments in stocks on the capital market in Romania, the determination of efficient portfolios, of the portfolio with absolute minimum variance and of the efficiency frontier on the background of the global financial crisis. Although it is more convenient, adopting a passive investment strategy raises the question whether there isn't a more efficient portfolio resulting from another combination of securities.

引用

页码：217 / 221

页数：5

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