Have a personal or library account? Click to login
Application of Markowitz Model on Romanian Stock Market Cover
Open Access
|Jun 2017

References

  1. [1] Anghelache, G. V., & Anghel, M. G. (2013). Modele specifice în analiza portofoliului, Economie teoretică şi aplicată, Volumul XX, No. 11(588), pp. 4-22.
  2. [2] Anghelache, G., & Anghelache, C. (2014). Diversifying the risk through portfolio investment, Theoretical and Applied Economics, vol. XXI, no.9 (598), pp. 7-22.
  3. [3] Badea, L. (2006), Studiu asupra aplicabilității modelului Markowitz pe piața bursieră din România, Economie Teoretică și Aplicată, 9(504), pp. 21-24.
  4. [4] LeRoy, S. F., & Werner, J. (2001). Principles of financial economics, Cambridge: University Press.10.1017/CBO9780511753787
  5. [5] Markowitz, H. M. (1952). Portfolio Selection, Journal of Finance, vol. 7, pag. 77-91.
  6. [6] Marling, H. & Emanuelsson, S. (2012), The Markowitz Portfolio Theory, available at http://www.math.chalmers.se/~rootzen/finrisk/gr1_HannesMarling_SaraEmanuelsson_MPT.pdf
  7. [7] Miloș, L.R., & Miloș, M.C. (2014). Construction pf a Financial Portfolio on the Bucharest Stock Exchange using reisk/return Analysis, Annales Universitatis Apulensis Series Oeconomica, 16(2), pp. 212-220.
  8. [8] Nielsen, A.G., & Vladimarsson, G.Z. (2011). How to create portfolios for different risk groups and what to consider, Aarhus School of Business and Social Sciences, Department of business studies.
  9. [9] Stancu, I., & Stancu, D. (2012). Finanţe corporative cu Excel, București: Ed. Economică.
  10. [10] Viju, C., et. al. (2004). Portfolio optimization using markowitz model: an application to the Bucharest Stock Exchange, Supply chain and finance, pp. 229-251.
  11. [11] Zhou, Y., & Yin, G. (2006). Markowitz’s Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model, SIAM Journal on Control and Optimization, vol. 42 (4), pp. 1466-1482.
  12. [12] www.bvb.ro
  13. [13] http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/1990/markowitz-facts.html, Harry M. Markowitz – Facts, Nobelprize.org. Nobel Media AB 2014. Web. 19 Apr 2016.
  14. [14] http://www.investopedia.com/
DOI: https://doi.org/10.1515/hjbpa-2017-0008 | Journal eISSN: 2067-9785 | Journal ISSN: 2457-5720
Language: English
Page range: 97 - 103
Published on: Jun 12, 2017
Published by: Association Holistic Research Academic (Hora)
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2017 Ioana Coralia Zavera, published by Association Holistic Research Academic (Hora)
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.