METHODS, THEORIES AND MODELS TO MEASURE MARKET RISK OF THE PORTFOLIO OF SHARES
Journal Title: Revista Romana de Statistica - Year 2013, Vol 61, Issue 8
Abstract
In terms of a portfolio of shares, market risk is caused by the price change measures under discussion and that is why it is important to consider carefully the historical evolution of prices in order to be able to determine if there is a certain cyclical trend that may affect the portfolio in the future.
Authors and Affiliations
Constantin ANGHELACHE, Vergil VOINEAGU, Dănuţ CULEŢU, Andreea Gabriela BALTAC
Keywords
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