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Model of Static Portfolio Choices in an Arrow-Debreu Economy

Author

Listed:
  • Gabriela Victoria ANGHELACHE

    (Bucharest University of Economic Studies)

  • Madalina Gabriela ANGHEL

    (“Artifex” University of Bucharest)

  • Gyorgy BODO

    (Bucharest University of Economic Studies)

Abstract

The financial markets and the institutions which are operating in these markets are essential for the good functioning of any decentralised economy. Beside the simplest approach where there is no time dependence, and investment opportunities are limited only to bonds (risk-free assets) or stocks (risky assets) in a more complex economic model we can consider other investment opportunities too.

Suggested Citation

  • Gabriela Victoria ANGHELACHE & Madalina Gabriela ANGHEL & Gyorgy BODO, 2016. "Model of Static Portfolio Choices in an Arrow-Debreu Economy," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 54-59, January.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:1:p:54-59
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    References listed on IDEAS

    as
    1. Madalina Gabriela Anghel, 2013. "Model of Portfolios Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(4), pages 39-43, December.
    2. Madalina-Gabriela ANGHEL, 2013. "Identification Of Financial Instruments - Important Step In Building Portfolios," Romanian Statistical Review, Romanian Statistical Review, vol. 61(9), pages 52-65, October.
    3. Joshua S. Gans & Fiona Murray, 2011. "Funding Scientific Knowledge: Selection, Disclosure and the Public-Private Portfolio," NBER Chapters, in: The Rate and Direction of Inventive Activity Revisited, pages 51-103, National Bureau of Economic Research, Inc.
    4. Jean-Luc Prigent & Hachmi Ben Ameur & Jean Luc Prigent, 2010. "Behaviour towards Risk in Structured Portfolio Management," Post-Print hal-03679713, HAL.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Constantin ANGHELACHE & Mădălina-Gabriela ANGHEL & Ștefan Virgil IACOB & Iulian RADU, 2022. "Assessing the performance of mutual funds," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(631), S), pages 175-186, Summer.

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    More about this item

    Keywords

    options; return; portfolio; result; asset;
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