Testing the Market Model – A Case Study of Fondul Proprietatea (FP)

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Sorin Claudiu Radu;
  • Journal: Knowledge Horizons - Economics,volume 6,issue 1 March,pages126-131
  • Subject: Portfolio of securities financial, the market model, regression function, Property Fund
    • jel: jel:G11 | jel:G14 | jel:G17

The financial theory related to the bond portfolio analysis was coined by Harry Markowitz, an authentic’ pioneer of the modern bond theory’, and his well-thought interpretation of the bond selection model may be found in his research papers “Portfolio Selection” (Markow... View more
  • References (5)

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    2. Dimitriu, M., Zaharia, V., Dogaru, M., Păun, D. (2012). Management - performanță și risc, Universitară Publishing House, Bucharest.

    3. Todea A. (2003). Managementul investițiilor pe piața de capital, Casa Cărții de Știință Publishing House, Cluj-Napoca.

    4. Black, F., Jensen Mc, Scholes, M. (1972). The Capital Asset Pricing Model: Some empirical tests, Studies in theory of capital markets, New York.

    5. Markowitz, H. (1952). „Portfolio Selection“, The Journal of Finance, vol. VII, No.1, pp. 77-91.

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