The Markowitz Model

Ioan Partachi, Madalina Gabriela Anghel, Sacala Cristina () and Iustina Jureschi
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Ioan Partachi: Academy of Economic Studies of Moldova
Madalina Gabriela Anghel: “Artifex” University of Bucharest
Iustina Jureschi: Academy of Economic Studies, Bucharest

Romanian Statistical Review Supplement, 2015, vol. 63, issue 1, 92-99

Abstract: Harry Max Markowitz, laureate of the Nobel Prize for economy in 1990, is known for is contributions to the development of the modern theory of the portfolio, his studies being focused with priority to the effects which the risk, the profitableness or the assets correlation are implying when the forming of a portfolio is aimed. By consecrating to the study of this matter, he contributed fundamentally to the settlement of the financial markets issues as from the years 1950, by elaborating a modern theory concerning the efficiency of the choice within a portfolio. The theory allows the setting up of an optimum modality to place the capitals as well as the diminishing of the risk degree for the done financial investments.

Keywords: capital; financial market; investment; portfolio; risk (search for similar items in EconPapers)
Date: 2015
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