Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios

Early attempts to develop a modern model for the assessment of performance of portfolios of instruments belong to American teacher Harry Markowitz. He has abandoned the classical approach of the analysis of financial investment (based solely on technical and fundamental analysis), pointing attention to performance analysis to the overview of a portfolio of financial instruments (analysis based on the report yield/risk of components in a portfolio).

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Year of publication:	2012
Authors:	ANGHEL, Madalina - Gabriela
Published in:	Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 60.2012, 4, p. 259-264
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	Markowitz model \| profitability \| risk \| root-mean deviation \| correlation coefficient

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Extent:	application/pdf
Type of publication:	Article
Classification:	G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

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