Optimizing models of a stock portfolio issued by Financial Investment Companies

Carmen Corduneanu and Daniela Turcas

MPRA Paper from University Library of Munich, Germany

Abstract: The complex methodology used in financial portfolio management proves that H. Markowitz optimization approach is one of the most applied techniques on developed global financial markets. Financial information spreading and processing speed, real time access to information, the performance maximization criterion for managed portfolios, are fundamental factors requiring higher reaction speed from the portfolio manager in order to take the appropriate strategic decisions. Sustained decision process requires specific applications and flexibility to present financial circumstances, a relevant example being Crystal Ball software. This paper intends to test in practice the facilities offered by Crystal Ball regarding a stock portfolio and to compare the results generated by Markowitz approach.

Keywords: capital market; portfolio optimisation; Financial Investments Companies (search for similar items in EconPapers)
JEL-codes: C01 C51 D14 E22 E44 G11 (search for similar items in EconPapers)
Date: 2008-12-10
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