The model of W.F. Sharpe and the model of the global regression utilized for the portfolio selection

This method is to be found out in the economic theory as beta method. This method is largely utilized for studying the risk of equities. In the frame of this method, the risk is identified through the fluctuation of their yield. Thus, the higher the fluctuation degree of the portfolio yield is, its risk is higher.

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Year of publication:	2014
Authors:	ANGHELACHE, Constantin ; ANGHEL, Madalina Gabriela
Published in:	Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 62.2014, 7, p. 124-131
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	cloud \| equity \| portfolio \| regression \| risk management

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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