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The Financial Sector Influence On Portfolio Dynamics

Author

Listed:
  • Constantin ANGHELACHE

    (Academia de Studii Economice, Universitatea „ARTIFEX” Bucuresti)

  • Madalina Gabriela ANGHEL

    (Universitatea „ARTIFEX” Bucuresti)

  • Cristina SACALA

    (Academia de Studii Economice)

Abstract

In terms of the undertaken risk in portfolio theory, investors weigh the profitability associated risk when they make a decision on the allocation of investments. Consider developing this theory derivation functions include measuring demand for risk assets through alternative profitability, and profitability expected. A macroeconomic model specific risk measurement requires determination in terms of endogenous variables.

Suggested Citation

  • Constantin ANGHELACHE & Madalina Gabriela ANGHEL & Cristina SACALA, 2016. "The Financial Sector Influence On Portfolio Dynamics," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(7), pages 9-13, July.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:7:p:9-13
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    References listed on IDEAS

    as
    1. Constantin ANGHELACHE & Madalina Gabriela ANGHEL & Ligia PRODAN & Cristina SACALA & Marius POPOVICI, 2014. "Multiple Linear Regression Model Used in Economic Analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(10), pages 120-127, Octomber.
    2. Tobin, James, 1969. "A General Equilibrium Approach to Monetary Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 1(1), pages 15-29, February.
    3. Felix Kubler & Larry Selden & Xiao Wei, 2014. "Asset Demand Based Tests of Expected Utility Maximization," American Economic Review, American Economic Association, vol. 104(11), pages 3459-3480, November.
    4. Taylor, Leon, 2014. "The theory of money supply: a case study," MPRA Paper 54208, University Library of Munich, Germany.
    5. Martin Širůček, 2013. "Impact of money supply on stock bubbles," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2835-2842.
    6. Keita, Moussa, 2015. "Eléments de Macroéconomie [Elements of Macroeconomics]," MPRA Paper 67094, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

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