USAGE OF THE MAIN COMPONENTS ANALYSIS IN THE MANAGEMENT OF THE INVESTMENT PORTFOLIO

Article OPEN
Dan ARMEANU; Andreea NEGRU;
(2011)
  • Journal: Internal Auditing and Risk Management,volume 23,issue 3 september,pages61-70
  • Subject: main component, profitability, risk, volatility, optimal variant
    • jel: jel:G11

When managing investment portfolios on integrated capital markets, beyond the models put forth by the modern portfolio theory, (the Markowitz model, the CML model, the CAPM model, the Treynor-Black model and more), one can successfully resort to the statistical and math... View more
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