IDEAS home Printed from https://ideas.repec.org/a/rsr/supplm/v61y2013i4p39-43.html
   My bibliography  Save this article

Model of Portfolios Analysis

Author

Listed:
  • Madalina Gabriela Anghel

    (The Bucharest University of Economic Studies/„ARTIFEX” University of Bucharest)

Abstract

The valuation of the transactions on financial instruments implies a thorough analysis of the ratio between the potential gains and the joint risks to a capital investment emphasizing thus the maximization of the profit function under the conditions of minimizing the risks connected to the analyzed transactions. The activity of the portfolio management aims to optimize the holding of financial instruments. But, the optimum has a different significance depending on each and every investor given as known the fact that these ones bear different degrees of tolerance and adversity as regards the exposure to risk. The investor is the one deciding on that particular combination to be considered as optimum, taking into account the attitude he has as regards the risk.

Suggested Citation

  • Madalina Gabriela Anghel, 2013. "Model of Portfolios Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(4), pages 39-43, December.
    • Handle: RePEc:rsr:supplm:v:61:y:2013:i:4:p:39-43
    as

    Download full text from publisher

    File URL: http://www.revistadestatistica.ro/suplimente/2013/4_2013/srrs4_2013a05.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gabriela Victoria ANGHELACHE & Madalina Gabriela ANGHEL & Gyorgy BODO, 2016. "Model of Static Portfolio Choices in an Arrow-Debreu Economy," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 54-59, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:61:y:2013:i:4:p:39-43. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Adrian Visoiu (email available below). General contact details of provider: https://edirc.repec.org/data/stagvro.html .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.