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Portfolio Dynamics. A Macroeconomic Model

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  • Cristina Sacala

Abstract

This article approaches the issue-oriented analysis of three markets: the output market, the money market and the labor market. The model we take into account regards the market demand and preserves a dynamic structure, mainly based on the money market component. The complexity of this analysis is supposed to use an extensive macroeconomic modeling and the results are obtained in order to provide a wide panel of indicators and measures to help the users to distinguish correctly between different investment opportunities. The aim is to ensure the investor a convincing profitability, through the configuration of his own portfolio, with the associated risk that he is willing to assume.

Suggested Citation

  • Cristina Sacala, 2016. "Portfolio Dynamics. A Macroeconomic Model," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(3), pages 170-176, July.
    • Handle: RePEc:hur:ijaraf:v:6:y:2016:i:3:p:170-176
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    References listed on IDEAS

    as
    1. Legendre, François & Togola, Djibril, 2016. "Explicit solutions to dynamic portfolio choice problems: A continuous-time detour," Economic Modelling, Elsevier, vol. 58(C), pages 627-641.
    2. Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2016. "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers 11056, C.E.P.R. Discussion Papers.
    3. Bo Yi & Frederi Viens & Baron Law & Zhongfei Li, 2015. "Dynamic portfolio selection with mispricing and model ambiguity," Annals of Finance, Springer, vol. 11(1), pages 37-75, February.
    4. Gonçalo Faria & João Correia-da-Silva, 2016. "Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?," The European Journal of Finance, Taylor & Francis Journals, vol. 22(7), pages 601-626, May.
    5. Michael Princ, 2013. "Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries," Working Papers IES 2013/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2013.
    Full references (including those not matched with items on IDEAS)

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