USING THE MARKET MODEL ON ROMANIAN STOCK EXCHANGE

One of the concerns in portfolio management is to anticipate market evolution, generally given by a stock index. The market value of a stock is connected to the trends of the index; each security follows, more or less, the index trend line. This relationship between the return on a financial security and the return on a market index outlines the concept of market model.

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Year of publication:	2010
Authors:	ARMEANU, Daniel ; DOIA, Cristina Andreea ; NEGRU, Andreea ; HURDUC, Natalita
Published in:	Internal Auditing and Risk Management. - Facultatea de Ştiinţe Economics. - Vol. 4.2010, 20, p. 9-9
Publisher:	Facultatea de Ştiinţe Economics
Subject:	market model \| systematic risk (market risk) \| unsystematic risk (idiosyncratic risk) \| volatility \| correlation coefficient \| etc

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Extent:	application/pdf
Type of publication:	Article
Classification:	G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

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