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

Author

Listed:
  • Constantin ANGHELACHE

    (Academy of Economic Studies, Bucharest, „Artifex” University of Bucharest)

  • Madalina Gabriela ANGHEL

    (“Artifex” University of Bucharest)

Abstract

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.

Suggested Citation

  • Constantin ANGHELACHE & Madalina Gabriela ANGHEL, 2014. "The model of W.F. Sharpe and the model of the global regression utilized for the portfolio selection," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(7), pages 124-131, July.
    • Handle: RePEc:rsr:supplm:v:62:y:2014:i:7:p:124-131
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    Citations

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    Cited by:

    1. Constantin Anghelache & Bodo Gyorgy & Andreea Ioana Marinescu, 2017. "Asymmetric information in case of decision under risk," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(1), pages 22-36, January.
    2. BRATIAN Vasile, 2017. "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 8-21, December.

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