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  • 标题:Specific patterns in portfolio analysis
  • 本地全文:下载
  • 作者:Anghelache, Gabriela Victoria ; Anghel, Mădălina Gabriela
  • 期刊名称:Theoretical and Applied Economics
  • 印刷版ISSN:1841-8678
  • 电子版ISSN:1844-0029
  • 出版年度:2013
  • 卷号:XX
  • 期号:11(588)
  • 页码:7-24
  • 出版社:Asociatia Generala a Economistilor din Romania - AGER
  • 摘要:In the mid-twentieth century, under an unprecedented growth of the business of trading in securities, the need to provide a modern framework for assessing the performance of portfolios of financial instruments was felt. To that effect, it is noted that over this period, more and more economists have attempted to develop statisticalmathematical models that ensure the evaluation of profitability and portfolio risk securities. These models are considered to be part of "the modern portfolio theory".
  • 关键词:Markowitz model; the optimal portfolio; profitability portfolios; inefficient portfolios; efficient portfolios.
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