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Optimizing models of a stock portfolio issued by Financial Investment Companies

Author

Listed:
  • Corduneanu, Carmen
  • Turcas, Daniela

Abstract

The complex methodology used in financial portfolio management proves that H. Markowitz optimization approach is one of the most applied techniques on developed global financial markets. Financial information spreading and processing speed, real time access to information, the performance maximization criterion for managed portfolios, are fundamental factors requiring higher reaction speed from the portfolio manager in order to take the appropriate strategic decisions. Sustained decision process requires specific applications and flexibility to present financial circumstances, a relevant example being Crystal Ball software. This paper intends to test in practice the facilities offered by Crystal Ball regarding a stock portfolio and to compare the results generated by Markowitz approach.

Suggested Citation

  • Corduneanu, Carmen & Turcas, Daniela, 2008. "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper 12919, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:12919
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    File URL: https://mpra.ub.uni-muenchen.de/12919/1/MPRA_paper_12919.pdf
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    More about this item

    Keywords

    capital market; portfolio optimisation; Financial Investments Companies;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance

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