publication . Article . 2014

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

Sorin Claudiu Radu;
Open Access
  • Published: 01 Jan 2014 Journal: Knowledge Horizons - Economics, volume 6, issue 1 March, pages 126-131
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” (Markowitz M. Harry, 1952) and “Portfolio Selection: Efficient Diversification of Investments” (Markowitz M. Harry 1960). This paper is proposed to test the market model in the Romanian stock market, case of Property Fund.
free text keywords: Portfolio of securities financial, the market model, regression function, Property Fund, jel:G11, jel:G14, jel:G17
Related Organizations

1. Dimitriu, M. C. (2000). „Investments and Risk”, Mărgăritar Publishing House, Bucharest.

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.

Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue