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Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments


  • Madalina - Gabriela ANGHEL

    („Artifex” University of Bucharest)


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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    References listed on IDEAS

    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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    More about this item


    time series; statistical indicator; financial assets; return; portfolio;

    JEL classification:

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


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