Model of Portfolios Analysis

Madalina Gabriela Anghel
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Madalina Gabriela Anghel: The Bucharest University of Economic Studies/„ARTIFEX” University of Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 4, 39-43

Abstract: The valuation of the transactions on financial instruments implies a thorough analysis of the ratio between the potential gains and the joint risks to a capital investment emphasizing thus the maximization of the profit function under the conditions of minimizing the risks connected to the analyzed transactions. The activity of the portfolio management aims to optimize the holding of financial instruments. But, the optimum has a different significance depending on each and every investor given as known the fact that these ones bear different degrees of tolerance and adversity as regards the exposure to risk. The investor is the one deciding on that particular combination to be considered as optimum, taking into account the attitude he has as regards the risk.

Keywords: portfolio investment; yield; adversity against risk; portfolio management; optimum portfolio (search for similar items in EconPapers)
Date: 2013
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