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Specific patterns in portfolio analysis

Author

Listed:
  • Gabriela Victoria ANGHELACHE

    (Bucharest University of Economic Studies)

  • Mădălina Gabriela ANGHEL

    („Artifex” University of Bucharest)

Abstract

In the mid-twentieth century, under an unprecedented growth of the business of trading in securities, the need to provide a modern framework for assessing the performance of portfolios of financial instruments was felt. To that effect, it is noted that over this period, more and more economists have attempted to develop statisticalmathematical models that ensure the evaluation of profitability and portfolio risk securities. These models are considered to be part of "the modern portfolio theory".

Suggested Citation

  • Gabriela Victoria ANGHELACHE & Mădălina Gabriela ANGHEL, 2013. "Specific patterns in portfolio analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(11(588)), pages 7-24, November.
  • Handle: RePEc:agr:journl:v:xx:y:2013:i:11(588):p:7-24
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    Citations

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    Cited by:

    1. Madalina Gabriela ANGHEL & Gyorgy BODO & Okwiet BARTEK, 2016. "Model of Static Portfolio Choices," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 49-53, January.

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