文章基本信息

标题：Diversifying the risk through portfolio investment
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作者：Anghelache, Gabriela Victoria ; Anghelache, Constantin
期刊名称：Theoretical and Applied Economics
印刷版ISSN：1841-8678
电子版ISSN：1844-0029
出版年度：2014
卷号：XXI
期号：9(598)
页码：7-22
出版社：Asociatia Generala a Economistilor din Romania - AGER
摘要：The stock exchange markets are characterized by high dynamics of the investment activity, mainly portfolio investments. The existing relation between yield and risk, on one side, and the portfolio diversification, on the other side, are two basic aspects allowing the investors to build up a portfolio founded on the yield and risk targets which they are aiming. In the frame of this article we have applied the Marcowitz model on a number of portfolios of equities issued by commercial companies listed at the Bucharest Stock Exchange on the main REGS market.
关键词：financial instrument; portfolio; risk diversification; yield; Markowitz model.