期刊名称：Annals of the University of Craiova: Economic Sciences Series
印刷版ISSN：1223-365X
电子版ISSN：1843-3723
出版年度：2014
卷号：1
页码：279-288
语种：English
出版社：Universitaria Craiova
摘要：This article addresses,in the current context,a very topical issue,namely that of the risk estimation by using the β coefficient at financial investment companies (FICs).Thus,of the 82 companies listed on the first three categories of the Bucharest Stock Exchange and the international securities section,the FICs are found in the structure of portfolios held by many investors.Therefore,we considered interesting to calculate the β coefficient for the five FICs,using historical data for the past four years to measure risk using the „volatility” of these securities in relation to the market.We consider the results obtained to be a useful tool for current and future capital market investors when „establishing” portfolios,according to the profile of each of them,reminding them at the same time that „the past is no guarantee of future”.
