MANAGEMENTUL PORTOFOLIILOR DE ACŢIUNI COTATE LA BURSA DE VALORI BUCUREŞTI ŞI ANALIZA LEGĂTURILOR STATISTICE ALE VARIAŢIEI COTAŢIILOR
QUOTED SHARES PORTFOLIO MANAGEMENT AT BUCHAREST STOCK EXCHANGE AND STATISTICAL ANALYSIS OF VARIATION LINKS QUOTES

Summary/Abstract: This paper presents the results of construction of efficient frontier based on the risk-return criterion for the portfolios of financial instruments and the role of the covariance matrix in determining the frontier. There are also presented the conclusions of an empirical study of determining the statistical parameters that characterize asset volatility and the measurement of statistical parameters, relative stability in the return calculation for different time intervals.

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