Search Results - person:"Predescu, Oana Mădălina"

Portfolio Risk Analysis using ARCH and GARCH Models in the Context of the Global Financial Crisis

PREDESCU, Oana Mădălina; STANCU, Stelian - In: Theoretical and Applied Economics XVIII(2011) (2011) 2(555), pp. 75-88

This paper examines both the benefits of choosing an internationally diversified portfolio and the evolution of the portfolio risk in the context of the current global financial crisis. The portfolio is comprised of three benchmark indexes from Romania, UK and USA. Study results show that on the...

Persistent link: https://www.econbiz.de/10008853095

STUDY OF SIGNALLING GAMES ON THE LABOUR FORCE MARKET OF EU-27,THE PURE STRATEGY CASE

STANCU, Stelian; ANDREI, Tudorel; PREDESCU, Oana Madalina; … - In: The Annals of the "Stefan cel Mare" University of … 10 (2010) 2(12), pp. 61-70

The paper addresses several key issues in the field of game theory, namely: determination of the perfect Bayesian equilibrium for signaling games - the pure strategy case; signaling on the labor force market; application of the signaling game on the labor force market of EU-27. The analysis of...

Persistent link: https://www.econbiz.de/10008830100

Portfolio risk analysis using ARCH and GARCH models in the context of the global financial crisis

Predescu, Oana Mădălina; Stancu, Stelian - In: Theoretical and applied economics : GAER review 18 (2011) 2, pp. 75-88

Persistent link: https://www.econbiz.de/10009580376

Portfolio risk analysis using ARCH and GARCH models in the context of the global financial crisis

Predescu, Oana Mădălina; Stancu, Stelian - In: Theoretical and applied economics : GAER review 18 (2011) 2, pp. 75-88

Persistent link: https://www.econbiz.de/10010081375