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Analysis Of The Portfolio Management Methods

Author

Listed:
  • CRISTINA CURUTIU

    () (Faculty of Business, Babes-Bolyai University, Cluj-Napoca, Romania)

Abstract

The research provides a selective overview of existing models since Markowitz model (1952) and synthesizes the academic research to date. Following, a comparison between 5 of these models will be made from the point of view of their advantages/ disadvantages and limits. The last part of the research will present the results that will be obtained after applying the models on the Romanian capital market and will also observe which of the five models will be more suitable for the Romanian market.

Suggested Citation

  • Cristina Curutiu, 2009. "Analysis Of The Portfolio Management Methods," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
  • Handle: RePEc:bbn:journl:2009_3_16_curutiu
    as

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    File URL: http://tbs.ubbcluj.ro/RePEc/bbn/journl/2009_3_16_Curutiu.pdf
    File Function: Revised version, 2009
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    More about this item

    Keywords

    portfolio management; risk; portfolio models; volatility;

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other

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