6533b838fe1ef96bd12a4cb2
RESEARCH PRODUCT
STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION
Baltes NicolaeDragoe Alexandra-gabriela-mariasubject
jel:G17efficient portfolio risk rentability scenariojel:G11description
The Markowitz model was introduced through the work of Harry Markowitz (1952) and analyzes the risk and the rentability of a diversified portfolio of securities. In our research, we want to use the Markowitz model in order to identify the structure of the optimal portfolio of risky assets, in other words the efficient portofolio. The study, conducted on three romanian companies from the construction sector, listed on the Bucharest Stock Exchange, leads to the conclusion that the portfolio is illegitimate, so it is necessary to sell the securities of the companies in the absence, procedure known as short sell.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2015-01-01 | Revista Economica |