Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios

Madalina - Gabriela Anghel
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Madalina - Gabriela Anghel: „Artifex” University of Bucharest

Romanian Statistical Review Supplement, 2012, vol. 60, issue 4, 259-264

Abstract: Early attempts to develop a modern model for the assessment of performance of portfolios of instruments belong to American teacher Harry Markowitz. He has abandoned the classical approach of the analysis of financial investment (based solely on technical and fundamental analysis), pointing attention to performance analysis to the overview of a portfolio of financial instruments (analysis based on the report yield/risk of components in a portfolio).

Keywords: Markowitz model; profitability; risk; root-mean deviation; correlation coefficient (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:60:y:2012:i:4:p:259-264

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