Testing the Market Model – A Case Study of Fondul Proprietatea (FP)

Sorin Claudiu Radu ()

Knowledge Horizons - Economics, 2014, vol. 6, issue 1, 126-131

Abstract: The financial theory related to the bond portfolio analysis was coined by Harry Markowitz, an authentic’ pioneer of the modern bond theory’, and his well-thought interpretation of the bond selection model may be found in his research papers “Portfolio Selection” (Markowitz M. Harry, 1952) and “Portfolio Selection: Efficient Diversification of Investments” (Markowitz M. Harry 1960). This paper is proposed to test the market model in the Romanian stock market, case of Property Fund.

Keywords: Portfolio of securities financial; the market model; regression function; Property Fund (search for similar items in EconPapers)
JEL-codes: G11 G14 G17 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:khe:journl:v:6:y:2014:i:1:p:126-131

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