Advanced Search
MyIDEAS: Login

Comparative Analysis Between the Portfolio Theory and Investor Praxis

Contents:

Author Info

  • Judith GRIGORESCU

    (“Dimitrie Cantemir”Christian University)

Registered author(s):

    Abstract

    Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the mean-variance theory endeavours to find an answer to this particular question.

    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.revistadestatistica.ro/suplimente/2012/1/srrs1_2012a17.pdf
    Download Restriction: no

    Bibliographic Info

    Article provided by Romanian Statistical Review in its journal Romanian Statistical Review Supplement.

    Volume (Year): 60 (2012)
    Issue (Month): 1 (March)
    Pages: 99-103

    as in new window
    Handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:99-103

    Contact details of provider:
    Postal: 16 Libertatii Avenue, Sector 5, Bucureşti, Code 70542
    Phone: 004 021 336 2691
    Fax: 004 021 3124873
    Email:
    Web page: http://www.revistadestatistica.ro
    More information through EDIRC

    Related research

    Keywords: portfolio; capital; risk; analysis; investments;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Fama, Eugene F., 1996. "Multifactor Portfolio Efficiency and Multifactor Asset Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(04), pages 441-465, December.
    2. Geert Bekaert & Michael S. Urias, 1995. "Diversification, Integration and Emerging Market Closed-End Funds," NBER Working Papers 4990, National Bureau of Economic Research, Inc.
    Full references (including those not matched with items on IDEAS)

    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:rsr:supplm:v:60:y:2012:i:1:p:99-103. 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: (Adrian Visoiu).

    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.