Modelling the Efficient Frontier of Investments Portfolio
Journal Title: Dezbateri social economice - Year 2013, Vol 3, Issue 1
Abstract
The portfolio is a collection of financial assets (CDs, bills, bonds, common stock) and real assets. The financial securities held in the portfolio are organized according to the investor's interests in categories, maturities, yield levels etc. Combining these financial instruments according to the criteria for investment purposes and the risks involved, is called asset allocation. Optimal portfolio construction is based on analysis and decision period 2007-2012. Since the effects of economic crisis were felt very strongly in the stock exchange activity, in the paper have been defined the following calculation and observation periods: before the crisis: 2007-September 2008, during the crisis: October 2008-March 2010, after the crisis: April 2010-2012.
Authors and Affiliations
Maria Dimitriu, Maria-Ramona Dinu, Razvan Constantin Caracota
Keywords
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