Modelling the Efficent Frontier of Investments Portfolio

Maria Dimitriu (), Maria-Ramona Dinu () and Razvan Constantin Caracota ()

Knowledge Horizons - Economics, 2014, vol. 6, issue 3, 35-40

Abstract: The portfolio is a collection of financial assets (CDs, bills, bonds, common stock) and real assets. The financial securities held in the portfolio are organized according to the investor's interests in categories, maturities, yield levels etc. Combining these financial instruments according to the criteria for investment purposes and the risks involved, is called asset allocation. Optimal portfolio construction is based on analysis and decision period 2007-2012. Since the effects of economic crisis were felt very strongly in the stock exchange activity, in the paper have been defined the following calculation and observation periods: before the crisis: 2007-September 2008, during the crisis: October 2008-March 2010, after the crisis: April 2010-2012.

Keywords: Efficient markets; efficient portfolio; optimal portfolio selection; assets allocation; risk (search for similar items in EconPapers)
JEL-codes: G02 G11 G14 (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:3:p:35-40

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