IDEAS home Printed from https://ideas.repec.org/a/rsr/supplm/v60y2012i4p117-120.html
   My bibliography  Save this article

Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments

Author

Listed:
  • Madalina - Gabriela ANGHEL

    („Artifex” University of Bucharest)

Abstract

The analysis of economic phenomena, including those pertaining to the specific activity of the stock market, can be started by using a set of specific indicators, by which can be determined the overall trend of the data subject to present research. In this sense, in the literature of our country and from abroad, there have been defined indicators that define both the variation of the terms of the series, as well as the values of the average that characterize it.

Suggested Citation

  • Madalina - Gabriela ANGHEL, 2012. "Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 117-120, November.
  • Handle: RePEc:rsr:supplm:v:60:y:2012:i:4:p:117-120
    as

    Download full text from publisher

    File URL: http://www.revistadestatistica.ro/suplimente/2012/4/srrs4_2012a18.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Georgi N. Boshnakov & Bisher M. Iqelan, 2009. "Generation Of Time Series Models With Given Spectral Properties," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 349-368, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Madalina Gabriela ANGHEL, 2015. "System of indicators applied in the frame of the stock exchange analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 96-100, September.
    2. Alexandru Manole, 2015. "Some Considerations Regarding the Application of Data Warehouse Solutions in Consultancy Companies," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(4), pages 111-115, October.
    3. Madalina Gabriela ANGHEL & Gyorgy BODO & Okwiet BARTEK, 2016. "Model of Static Portfolio Choices," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 49-53, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Constantin ANGHELACHE & Ioan Constantin DIMA & Mãdãlina-Gabriela ANGHEL, 2016. "Using the Autoregressive Model for the Economic Forecast during the Period 2014- 2018," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 21-31, January.
    2. Ramona-Maria DIMITROV, 2023. "Forecasts On Some Financial Indicators: A Case Study For S.C.D.A Simnic," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 185-211, November.
    3. Constantin Anghelache & Madalina-Gabriela Anghel & Stefan Virgil Iacob, 2022. "Theoretical Aspects Regarding The Models Of The Financial - Monetary Analysis," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 52-58, February.
    4. Radu Titus MARINESCU & Aurelian DIACONU & Alexandru BADIU & Alexandru BADIU, 2016. "Analyzing the correlation between GDP and import using a statistical-econometric model," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(10), pages 98-102, October.
    5. Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
    6. Leo Krippner, 2023. "Estimating and Applying Autoregression Models Via Their Eigensystem Representation," Working Papers in Economics 23/09, University of Waikato.
    7. Madalina-Gabriela ANGHEL & Luminita Madalina CALOTA, 2016. "Statistical-econometric model used in performance analysis of the company," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(10), pages 33-40, October.

    More about this item

    Keywords

    time series; statistical indicator; financial assets; return; portfolio;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:60:y:2012:i:4:p:117-120. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Adrian Visoiu (email available below). General contact details of provider: https://edirc.repec.org/data/stagvro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.