OPPORTUNITIES FOR DETERMINING THE EFFICIENCY CURVE IN THE PORTOFOLIO OF COMPANIES LISTED ON BUCHAREST STOCK EXCHANGE

Hada Teodor and Dumitrescu Daniela Ionela
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Hada Teodor: “1 DECEMBRIE 1918” UNIVERSITY OF ALBA IULIA
Dumitrescu Daniela Ionela: “1 DECEMBRIE 1918” UNIVERSITY OF ALBA IULIA

Annals - Economy Series, 2015, vol. 1II, 154-160

Abstract: This article is organized in four parts. The first part presents theoretical aspects on determining the efficiency curve and the steps to be taken on this. The second part begins with a case study presenting the methods of determining the efficiency curve of a stock portfolio, in the case of several entities listed on the Bucharest Stock Exchange. The third part shows how useful Microsoft Excel is to determine the Markovitz efficiency curve of a stock portfolio. On completion of this work, we present the findings on the methods of determining the Markovitz efficiency curve using Microsoft Excel, and their related interpretations.

Keywords: portofolio; return; efficiency; border; risk. (search for similar items in EconPapers)
Date: 2015
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