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Using the regression model for the portfolios analysis and management

Author

Listed:
  • Constantin ANGHELACHE

    (Bucharest University of Economic Studies, “Artifex” University of Bucharest, Romania)

  • Mădălina Gabriela ANGHEL

    (“Artifex” University of Bucharest, Romania)

Abstract

In the frame of this article we submitted the practical possibilities to analyse the stock market activity in Romania, by means of the linear regression model. Thus, the study is focusing on the existing correlations between the yield of a portfolio formed by ten financial assets issued by companies quoted on the main market at the Bucharest Stock Exchange and the overall evolution of the capital market in Romania, expressed with the help of the Bucharest Exchange Trading index. A linear regression model implies that the methods used for estimating the two parameters, the methods applied for testing the properties of the regression model estimators as well as the main aspects concerning the utilization of the regression model in making predictions are well known.

Suggested Citation

  • Constantin ANGHELACHE & Mădălina Gabriela ANGHEL, 2014. "Using the regression model for the portfolios analysis and management," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(593)), pages 53-66, April.
    • Handle: RePEc:agr:journl:v:xxi:y:2014:i:4(593):p:53-66
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    Citations

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    Cited by:

    1. Constantin ANGHELACHE & Marius POPOVICI, 2017. "Financial market analysis models," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 174-183, June.
    2. Constantin Anghelache & Madalina-Gabriela Anghel, 2015. "Analysis Model of the Capital Market in Romania," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(3), pages 65-73, September.
    3. Teymur Sarkhanov & Nigar Huseynli, 2022. "Econometric Analysis of Renewable Energy Consumption and Economic Growth: The Case of Kazakhstan and Kyrgyzstan," International Journal of Energy Economics and Policy, Econjournals, vol. 12(6), pages 163-167, November.
    4. Bahman Huseynli, 2022. "Examining the Relationship Between Brand Value, Energy Production and Economic Growth," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 298-304, May.
    5. Gabriela Victoria ANGHELACHE & Prof. Vladimir MODRAK & Madalina Gabriela ANGHEL & Marius POPOVICI, 2016. "Portfolio Management and Predictability," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 59-63, January.
    6. Constantin ANGHELACHE & Madalina Gabriela ANGHEL, 2015. "Theoretical aspects concerning the use of the statistical-econometric instruments the analysis of the financial assets," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 44-48, September.

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