Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios
AbstractEarly attempts to develop a modern model for the assessment of performance of portfolios of instruments belong to American teacher Harry Markowitz. He has abandoned the classical approach of the analysis of financial investment (based solely on technical and fundamental analysis), pointing attention to performance analysis to the overview of a portfolio of financial instruments (analysis based on the report yield/risk of components in a portfolio).
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Bibliographic InfoArticle provided by Romanian Statistical Review in its journal Romanian Statistical Review Supplement.
Volume (Year): 60 (2012)
Issue (Month): 4 (November)
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Markowitz model; profitability; risk; root-mean deviation; correlation coefficient;
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