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Diversifying the risk through portfolio investment

Author

Listed:
  • Gabriela Victoria ANGHELACHE

    (Bucharest University of Economic Studies, Romania)

  • Constantin ANGHELACHE

    (Bucharest University of Economic Studies, Romania „ARTIFEX” University of Bucharest, Romania)

Abstract

The stock exchange markets are characterized by high dynamics of the investment activity, mainly portfolio investments. The existing relation between yield and risk, on one side, and the portfolio diversification, on the other side, are two basic aspects allowing the investors to build up a portfolio founded on the yield and risk targets which they are aiming. In the frame of this article we have applied the Marcowitz model on a number of portfolios of equities issued by commercial companies listed at the Bucharest Stock Exchange on the main REGS market.

Suggested Citation

  • Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE, 2014. "Diversifying the risk through portfolio investment," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(9(598)), pages 7-22, September.
    • Handle: RePEc:agr:journl:v:xxi:y:2014:i:9(598):p:7-22
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    Citations

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    Cited by:

    1. Aurelian DIACONU & Doina AVRAM, 2017. "General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 40-50, June.
    2. BRATIAN Vasile, 2017. "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 8-21, December.
    3. Zavera Ioana Coralia, 2017. "Application of Markowitz Model on Romanian Stock Market," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 8(1), pages 97-103, April.

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