ANALYSIS OF THE PORTFOLIO MANAGEMENT METHODS

Cristina Curutiu ()
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Cristina Curutiu: Faculty of Business, Babes-Bolyai University, Cluj-Napoca, Romania

JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, 2009

Abstract: The research provides a selective overview of existing models since Markowitz model (1952) and synthesizes the academic research to date. Following, a comparison between 5 of these models will be made from the point of view of their advantages/ disadvantages and limits. The last part of the research will present the results that will be obtained after applying the models on the Romanian capital market and will also observe which of the five models will be more suitable for the Romanian market.

Keywords: portfolio management; risk; portfolio models; volatility (search for similar items in EconPapers)
JEL-codes: G19 (search for similar items in EconPapers)
Date: 2009
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http://tbs.ubbcluj.ro/RePEc/bbn/journl/2009_3_16_Curutiu.pdf Revised version, 2009 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:bbn:journl:2009_3_16_curutiu

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