Geambaşu, Cristina; Geambaşu, Liviu; Jianu, Iulia - In: Theoretical and Applied Economics 3(580)(supplement) (2013) 3(580)(supplement), pp. 392-399
The present financial crises determines an increase in analysing the application of regime switching over portfolio investments. We applied the switching regimes to measurement of risk as presented in post-modern portfolio management theory. Post-modern portfolio theory include investor’s...
