Munich Personal RePEc Archive

Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București

Panait, Iulian and Diaconescu, Tiberiu (2012): Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București.

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Abstract

This paper studies the particularities of portfolio selection on the Romanian stock market using the risk-return maximization criteria introduced by Harry Markowitz (1952). We used daily prices for the 36 most liquid companies traded on Bucharest Stock Exchange during January 2010 – March 2012 and we emphasized the shape and the characteristics of the sets of possible combinations of N out of the total 36 selected assets.

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