Classical Models used in the Management of Financial Instruments Portfolio

Madalina Gabriela Anghel and Georgeta LIXANDRU (bardasu)
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Madalina Gabriela Anghel: „Artifex” University of Bucharest
Georgeta LIXANDRU (bardasu): Academy of Economic Studies Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 3, 208-211

Abstract: Classical models used in the management of financial instruments portfolio constitute the basis of modern portfolio theory even if you are currently their application lead to results limited.

Keywords: fair game; martingale; submartingale; random walk (search for similar items in EconPapers)
Date: 2013
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