This paper deals with the application of the analysis on a portfolio made up of eight titles, through determination of the portfolio with absolute minimum variation and of the frontier of efficiency. Thus, using the Markowitz model, the dimensions of the portfolio with minimum absolute variation...

Sistemele inteligente bazate pe modele constituie o subclasa a sistemelor informatice interactive de asistare a deciziei (SIAD). Ele au realizat desprinderea de sistemele informatice de procesare a tranzactiilor (OLTP), ce utilizau modele de calcul direct, modele care sunt de fapt relatii de...

Most of the international commercial transactions consist of merchandise and capital flows. The fluidization of these flows implies special financing techniques or the use of some payment instruments adequate to the purpose: minimum risk, time and cost. The payment sources or instruments can...

The financial crisis gave an impetus to finding “weaknesses” in financial institutions. One such tool is the stress-testing. This method is intended to identify through modeling “hypothetical” or “historical” scenarios, the most losses, in the execution of a script. In the simulation...

The paper analyses the swift growth of bank loans granted to the nongovernmental sector with a special attention on the case of Romania, concluding that it creates several perils for the macroeconomic and financial stability.

The construction of an Aggregate Financial Stability Index represents one of the methods used for assessing the level and dynamics of financial sector stability.