Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
[Particularities of applying Modern Portfolio Theory on the Romanian capital market]
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References listed on IDEAS
- Hughes, John S. & Logue, Dennis E. & Sweeney, Richard James, 1975. "Corporate International Diversification and Market Assigned Measures of Risk and Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(04), pages 627-637, November.
- John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
- Pele, Daniel Traian & Voineagu, Virgil, 2008. "Testing Market Efficiency Via Decomposition Of Stock Return. Application To Romanian Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 63-79, September.
- Solnik, Bruno, 1983. " International Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 38(2), pages 449-457, May.
- Agmon, Tamir & Lessard, Donald R, 1977. "Investor Recognition of Corporate International Diversification," Journal of Finance, American Finance Association, vol. 32(4), pages 1049-1055, September.
More about this item
Keywordsstock returns; portfolio; emerging stock markets; expected return; variance;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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