IDEAS home Printed from https://ideas.repec.org/a/rsr/supplm/v61y2013i3p92-101.html
   My bibliography  Save this article

Econometric Models for the Analysis of Financial Portfolios

Author

Listed:
  • Gabriela Victoria ANGHELACHE

    (Academy of Economic Studies Bucharest)

  • Constantin ANGHELACHE

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

  • Zoica DINCA (NICOLA)

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

Abstract

Using a factorial design for explaining the rentabilitãþilor allows to reduce the volume of such calculations as long as the number of factors is less than the number of assets. Under these circumstances, rather than to introduce wording ARCH directly into rentabilitãþilor, estimate it will bring in the estimation of their determinants, once they have been identified. In this article we examined the evolution of the return on the portfolio consisting of the ten titles listed on the Bucharest Stock Exchange with Forecast and it emerged that in the following period, the return on the portfolio considered will be relatively low, no one anticipated the major developments of this indicator.

Suggested Citation

  • Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Zoica DINCA (NICOLA), 2013. "Econometric Models for the Analysis of Financial Portfolios," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(3), pages 92-101, September.
    • Handle: RePEc:rsr:supplm:v:61:y:2013:i:3:p:92-101
    as

    Download full text from publisher

    File URL: http://www.revistadestatistica.ro/suplimente/2013/3_2013/srrs3_2013a11.pdf
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:61:y:2013:i:3:p:92-101. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Adrian Visoiu (email available below). General contact details of provider: https://edirc.repec.org/data/stagvro.html .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.