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Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments

Author

Listed:
  • Madalina - Gabriela ANGHEL

    („Artifex” University of Bucharest)

Abstract

The analysis of economic phenomena, including those pertaining to the specific activity of the stock market, can be started by using a set of specific indicators, by which can be determined the overall trend of the data subject to present research. In this sense, in the literature of our country and from abroad, there have been defined indicators that define both the variation of the terms of the series, as well as the values of the average that characterize it.

Suggested Citation

  • Madalina - Gabriela ANGHEL, 2012. "Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 117-120, November.
    • Handle: RePEc:rsr:supplm:v:60:y:2012:i:4:p:117-120
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    File URL: http://www.revistadestatistica.ro/suplimente/2012/4/srrs4_2012a18.pdf
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    References listed on IDEAS

    as
    1. Georgi N. Boshnakov & Bisher M. Iqelan, 2009. "Generation Of Time Series Models With Given Spectral Properties," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 349-368, May.
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    Cited by:

    1. Madalina Gabriela ANGHEL & Gyorgy BODO & Okwiet BARTEK, 2016. "Model of Static Portfolio Choices," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 49-53, January.
    2. Madalina Gabriela ANGHEL, 2015. "System of indicators applied in the frame of the stock exchange analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 96-100, September.
    3. Alexandru Manole, 2015. "Some Considerations Regarding the Application of Data Warehouse Solutions in Consultancy Companies," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(4), pages 111-115, October.

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    More about this item

    Keywords

    time series; statistical indicator; financial assets; return; portfolio;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

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