CONSTRUCTION OF A FINANCIAL PORTFOLIO ON THE BUCHAREST STOCK EXCHANGE USING RISK/RETURN ANALYSIS

Laura Raisa MiloÛ and Marius Cristian Miloş

Annales Universitatis Apulensis Series Oeconomica, 2014, vol. 2, issue 16, 19

Abstract: The purpose of the paper is to present the advantages of the risk/return analysis when creating an optimum financial portfolio, with minimum risk, without sacrificing return. Having in consideration a holding period of three months (February-April 2014) and the stocks included in the Bucharest Stock Exchange index BET, we show how can be minimized the risk associated to the portfolio and which is the minimum variance point for a two titles portfolio.

Keywords: portfolio management; risk; return; BSE (search for similar items in EconPapers)
JEL-codes: G10 G11 (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://oeconomica.uab.ro/upload/lucrari/1620142/19.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:alu:journl:v:2:y:2014:i:16:p:19

Access Statistics for this article

More articles in Annales Universitatis Apulensis Series Oeconomica from Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia
Bibliographic data for series maintained by Dan-Constantin Danuletiu ().