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Optimizarea portofoliului de actiuni pe piața de capital

Author

Listed:
  • Căpățînă Adrian-Nicolae

    (Academia de Studii Economice, Bucureşti, România)

Abstract

Această lucrare iși propune să analizeze diverse modele de optimizare a investițiilor în acțiuni pe piața de capital din România. Cercetarea prezintă interes atât pentru instituții finanaciare precum fonduri de investiți, fonduri de pensii sau bănci, cât și pentru investitori individuali. Lucrarea este structurată pe 3 capitole. Primul capitol oferă o scurtă descriere teoretică a teoriei portofoliului privind optimizarea pe piața de capital și prezentarea unei literaturi de specialitate relevante. Al doilea capitol reprezintă metodologia studiului de caz și descrierea setului de date, mai exact constituirea portofoliului de acțiuni. Ultimul capitol reprezintă partea aplicativă a acestei lucrări. Aici vor fi prezentate rezultatele si analiza metodelor de optimizare a portofoliului.

Suggested Citation

  • Căpățînă Adrian-Nicolae, 2019. "Optimizarea portofoliului de actiuni pe piața de capital," Journal of Financial Studies, Institute of Financial Studies, vol. 7(4), pages 216-232, June.
    • Handle: RePEc:fst:rfsisf:v:7:y:2019:i:4:p:216-232
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    More about this item

    Keywords

    optimizare; diversificare; portofoliu de acțiuni; value-at-risk;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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