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Financial market analysis models

Constantin Anghelache and Marius Popovici
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Constantin Anghelache: Bucharest University of Economic Studies/„Artifex" University of Bucharest
Marius Popovici: Bucharest University of Economic Studies

Romanian Statistical Review Supplement, 2017, vol. 65, issue 6, 174-183

Abstract: Operational risk management is associated with financial and banking activities and is defined and described through its components under the new Basel Accord. The quantification methodology is also presented, as well as the importance of internal banking control as a fundamental tool in operational risk management. The investment dynamics, closely related to operational risk, captures the way in which risks are assumed in the future, indicating from the perspective of HARA preferences that risk-taking for the future has no effect on optimal risk exposure today. Moreover, from the perspective of the dynamic portfolio of financial instruments, investors are characterized by a vision of their own investments over a longer period of time. Taking long-term investment policies can generate significant benefits and benefits for investors, and the specificity of mutual funds is the focus on delivering relevant short-term benefits while retaining attention to long-term expectations.

Keywords: financial market; investment; portfolio; risk management; predictability (search for similar items in EconPapers)
JEL-codes: E44 G11 (search for similar items in EconPapers)
Date: 2017
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Handle: RePEc:rsr:supplm:v:65:y:2017:i:6:p:174-183