Application of Markowitz model on the stock market from Romania within the global financial crisis

机译：Markowitz模型在全球金融危机中罗马尼亚股市的应用

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The present paper aims at answering a series of current questions regarding the opportunity of investments in stocks on the capital market in Romania, the determination of efficient portfolios, of the portfolio with absolute minimum variance and of the efficiency frontier on the background of the global financial crisis. Although it is more convenient, adopting a passive investment strategy raises the question whether there isn't a more efficient portfolio resulting from another combination of securities.

机译：本文旨在回答有关罗马尼亚资本市场投资的机会的一系列当前问题，在全球金融背景下的绝对最低方差和效率前沿的投资组合确定有效的投资组合。危机。虽然它更方便，采用被动投资策略提出了问题，无论是由证券的另一种组合导致的还没有更有效的投资组合。

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来源
《WSEAS International Conference on Business Administration》|2010年||共5页
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作者
LEONARDO BADEA; MARIUS PETRESCU; ION STEGAROIU; CRISTINA STEFAN;
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原文格式 PDF
正文语种
中图分类 C93-53;
关键词
Markowitz; Portfolio with absolute minimum variance; Frontier efficiency; Variance-covariance matrix; Risk;

机译：Markowitz;投资组合;具有绝对的最小方差;前沿效率;方差 - 协方差矩阵;风险;

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1. Application of Markowitz Model on Romanian Stock Market [J] . Ioana Coralia Zavera Holistica . 2017,第1期

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2. Assessing the Effects of Financial Liberalization and Global Financial Crisis on Stock Market Volatility: Evidence from Smooth-Transition GARCH Models [J] . Emna Bensethom Journal of Business & Financial Affairs . 2021,第1期

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4. Application of Markowitz model on the stock market from Romania within the global financial crisis [C] . LEONARDO BADEA, MARIUS PETRESCU, ION STEGAROIU, Recent advances in business administration . 2010

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5. Do contrarian and momentum strategies work in a global financial crisis period? Evidence from Asia Pacific stock markets. [D] . Tai, Yu-Nan. 2013

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7. Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania [O] . Razvan STEFANESCU, Ramona DUMITRIU 2009

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Application of Markowitz model on the stock market from Romania within the global financial crisis

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