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Methods, Theories And Models To Measure Market Risk Of The Portfolio Of Shares


  • Constantin ANGHELACHE

    („Artifex” University of Bucharest/Academy of Economic Studies, Bucharest)

  • Vergil VOINEAGU

    (Academy of Economic Studies, Bucharest)

  • Danut CULETU

    (Academy of Economic Studies, Bucharest)

  • Andreea Gabriela BALTAC

    („Artifex” University of Bucharest/Academy of Economic Studies, Bucharest)


In terms of a portfolio of shares, market risk is caused by the price change measures under discussion and that is why it is important to consider carefully the historical evolution of prices in order to be able to determine if there is a certain cyclical trend that may affect the portfolio in the future.

Suggested Citation

  • Constantin ANGHELACHE & Vergil VOINEAGU & Danut CULETU & Andreea Gabriela BALTAC, 2013. "Methods, Theories And Models To Measure Market Risk Of The Portfolio Of Shares," Romanian Statistical Review, Romanian Statistical Review, vol. 61(8), pages 18-30, September.
  • Handle: RePEc:rsr:journl:v:61:y:2013:i:8:p:18-30

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    References listed on IDEAS

    1. Cristiana Tudor, 2008. "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(30), pages 183-208, (4).
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