Ioana Coralia | Academia de Studii Economice (original) (raw)
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Papers by Ioana Coralia
HOLISTICA – Journal of Business and Public Administration, 2017
Performance evaluation of financial instruments has become a concern for more and more economists... more Performance evaluation of financial instruments has become a concern for more and more economists, while security trading activities have developed over time. “Modern portfolio theory” comprises statistical and mathematical models which describe various ways in order to evaluate and especially analyse profitability and risk of these portfolios. This article offers an application of this type of model on Romanian stock market, the Markowitz model, by focusing on portfolios comprising three securities, and determining the efficient frontier and the minimum variance portfolio.
HOLISTICA – Journal of Business and Public Administration, 2017
Performance evaluation of financial instruments has become a concern for more and more economists... more Performance evaluation of financial instruments has become a concern for more and more economists, while security trading activities have developed over time. “Modern portfolio theory” comprises statistical and mathematical models which describe various ways in order to evaluate and especially analyse profitability and risk of these portfolios. This article offers an application of this type of model on Romanian stock market, the Markowitz model, by focusing on portfolios comprising three securities, and determining the efficient frontier and the minimum variance portfolio.