Specific patterns in portfolio analysis

Gabriela Victoria Anghelache and Mădălina Gabriela Anghel
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Gabriela Victoria Anghelache: Bucharest University of Economic Studies
Mădălina Gabriela Anghel: „Artifex” University of Bucharest

Theoretical and Applied Economics, 2013, vol. XX, issue 11(588), 7-24

Abstract: In the mid-twentieth century, under an unprecedented growth of the business of trading in securities, the need to provide a modern framework for assessing the performance of portfolios of financial instruments was felt. To that effect, it is noted that over this period, more and more economists have attempted to develop statisticalmathematical models that ensure the evaluation of profitability and portfolio risk securities. These models are considered to be part of "the modern portfolio theory".

Keywords: Markowitz model; the optimal portfolio; profitability portfolios; inefficient portfolios; efficient portfolios. (search for similar items in EconPapers)
Date: 2013
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