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Financial Investment Optimisation

Author

Listed:
  • Octavian Mihai PERPELEA

    (University of Craiova, Doctoral School of Economic Science, Romania)

  • Tatiana PÄ‚UN ZAMFIROIU

    (University of Craiova, Doctoral School of Economic Science, Romania)

Abstract

Our demarche aims to highlight the decisive factors of financial performance in the purpose of finding ways to optimise it, this leading to superior result-effort reports. The econometric pattern has been used in this extent, namely a multifactorial regression in which different variables as influence factors had to be deemed, taking into account dependent variables ROE and ROA, as indicators of financial profitability. The study has been applied to the major banks of Romania, using the BNR published data per quarter, as it has the highest frequency of available data of all data series.

Suggested Citation

  • Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019. "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(21), pages 127-134, November.
    • Handle: RePEc:aio:fpvfcf:v:1:y:2019:i:21:p:127-134
    as

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    References listed on IDEAS

    as
    1. Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2018. "Monetary Policy According to HANK," American Economic Review, American Economic Association, vol. 108(3), pages 697-743, March.
    2. Jeremy Rudd & Karl Whelan, 2006. "Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?," American Economic Review, American Economic Association, vol. 96(1), pages 303-320, March.
    3. Richard Clarida & Jordi Galí & Mark Gertler, 2000. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(1), pages 147-180.
    Full references (including those not matched with items on IDEAS)

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    Keywords

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    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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