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Testing the Market Model – A Case Study of Fondul Proprietatea (FP)

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  • Sorin Claudiu Radu

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    Abstract

    The financial theory related to the bond portfolio analysis was coined by Harry Markowitz, an authentic’ pioneer of the modern bond theory’, and his well-thought interpretation of the bond selection model may be found in his research papers “Portfolio Selection” (Markowitz M. Harry, 1952) and “Portfolio Selection: Efficient Diversification of Investments” (Markowitz M. Harry 1960). This paper is proposed to test the market model in the Romanian stock market, case of Property Fund.

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    File URL: http://www.orizonturi.ucdc.ro/arhiva/2014_khe_61_pdf/khe_vol_6_iss_1_126to131.pdf
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    File URL: http://www.orizonturi.ucdc.ro/arhiva/2014_khe_61_pdf/khe_vol_6_iss_1_126to131.pdf
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    Bibliographic Info

    Article provided by Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest in its journal Knowledge Horizons - Economics.

    Volume (Year): 6 (2014)
    Issue (Month): 1 (March)
    Pages: 126-131

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    Handle: RePEc:khe:journl:v:6:y:2014:i:1:p:126-131

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    Related research

    Keywords: Portfolio of securities financial; the market model; regression function; Property Fund;

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
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