Advanced Search
MyIDEAS: Login to save this article or follow this journal

Using The Market Model On Romanian Stock Exchange

Contents:

Author Info

  • Daniel ARMEANU

    ()
    (Academy of Economic Studies Bucharest)

  • Cristina Andreea DOIA

    ()
    (Academy of Economic Studies Bucharest)

  • Andreea NEGRU

    ()
    (Academy of Economic Studies Bucharest)

  • Natalita HURDUC

    ()
    („Athenaeum” University Bucharest)

Abstract

One of the concerns in portfolio management is to anticipate market evolution, generally given by a stock index. The market value of a stock is connected to the trends of the index; each security follows, more or less, the index trend line. This relationship between the return on a financial security and the return on a market index outlines the concept of market model.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.kadamar.ro/atharticles/2010-4/2010-4-1.pdf
Download Restriction: no

Bibliographic Info

Article provided by Athenaeum University of Bucharest in its journal Internal Auditing and Risk Management.

Volume (Year): 4 (2010)
Issue (Month): 20 (December)
Pages: 9 - 16

as in new window
Handle: RePEc:ath:journl:tome:20:y:2010(iv):i:20:p:9-16

Contact details of provider:
Web page: http://www.univath.ro/facultati/facultatea_de_stiinte_economice
More information through EDIRC

Related research

Keywords: market model; systematic risk (market risk); unsystematic risk (idiosyncratic risk); volatility; correlation coefficient; etc.;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ath:journl:tome:20:y:2010(iv):i:20:p:9-16. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Emilia Vasile).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.