IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Comparative Analysis Between the Portfolio Theory and Investor Praxis

  • Judith GRIGORESCU

    (“Dimitrie Cantemir”Christian University)

Registered author(s):

    Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the mean-variance theory endeavours to find an answer to this particular question.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.revistadestatistica.ro/suplimente/2012/1/srrs1_2012a17.pdf
    Download Restriction: no

    Article provided by Romanian Statistical Review in its journal Romanian Statistical Review Supplement.

    Volume (Year): 60 (2012)
    Issue (Month): 1 (March)
    Pages: 99-103

    as
    in new window

    Handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:99-103
    Contact details of provider: Postal: 16 Libertatii Avenue, Sector 5, Bucureşti, Code 70542
    Phone: 004 021 336 2691
    Fax: 004 021 3124873
    Web page: http://www.revistadestatistica.ro
    Email:


    More information through EDIRC

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. Fama, Eugene F., 1996. "Multifactor Portfolio Efficiency and Multifactor Asset Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(04), pages 441-465, December.
    2. Bekaert, Geert & Urias, Michael S, 1996. " Diversification, Integration and Emerging Market Closed-End Funds," Journal of Finance, American Finance Association, vol. 51(3), pages 835-69, July.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:99-103. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Adrian Visoiu)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.