文章基本信息

标题：Specific patterns in portfolio analysis
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作者：Anghelache, Gabriela Victoria ; Anghel, Mădălina Gabriela
期刊名称：Theoretical and Applied Economics
印刷版ISSN：1841-8678
电子版ISSN：1844-0029
出版年度：2013
卷号：XX
期号：11(588)
页码：7-24
出版社：Asociatia Generala a Economistilor din Romania - AGER
摘要：In the mid-twentieth century, under an unprecedented growth of the business of trading in securities, the need to provide a modern framework for assessing the performance of portfolios of financial instruments was felt. To that effect, it is noted that over this period, more and more economists have attempted to develop statisticalmathematical models that ensure the evaluation of profitability and portfolio risk securities. These models are considered to be part of "the modern portfolio theory".
关键词：Markowitz model; the optimal portfolio; profitability portfolios; inefficient portfolios; efficient portfolios.