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OPERATIONAL BANKING RISK MANAGEMENT – RESEARCH PERFORMED AT THE ROMANIAN COMMERCIAL BANK

Ana, Matis Eugenia - - In: Annals of Faculty of Economics 3 (2009) 1, pp. 593-597

The main objective of this research is to provide a detailed perspective of the operational risk in the case of commercial bank. The research is based on the main regulations and procedures in the field of the operational banking risk, and it presents the

Persistent link: https://www.econbiz.de/10008511841

INNOVATION IN THE CREATIVE INDUSTRIES - CASE STUDY OF AN EVENT PLANNING COMPANY

Adina, Filculescu; Ramona, Cantaragiu - In: Annals of Faculty of Economics 1 (2013) 1, pp. 640-649

Creative industries have recently gained attention from economists and policy makers as they are said to contribute in a significant way to the economic and technological development of knowledge societies. In Romania there has not been too much talk about the way in which these industries are...

Persistent link: https://www.econbiz.de/10010685442

Dryland Wheat variety selection in the Texas High Plain

Park, Seong Cheol; Cho, Jaesung; Bevers, Stanley J.; … - Southern Agricultural Economics Association - SAEA - 2012

wheat variety selection using the portfolio approach at various risk aversion levels. Results showed that the optimal wheat …

Persistent link: https://www.econbiz.de/10009421096

El teorema de la separación de Tobin: información del primer semestre de 2008 del mercado accionario colombiano

Gómez, José Gabriel Astaiza - In: REVISTA AD-MINISTER (2012)

Colombian Stock Market for the First Half of 2008</h2> This paper shows a special situation where a portfolio created based on … Tobin’s separation theorem does not match the Markowitz efficient set. Next a review of Markowitz´s portfolio selection … covariances of these returns, nor to suggest an optimal portfolio for an investor with a particular utility function, but to …

Persistent link: https://www.econbiz.de/10011152810

CREDIT RISK AT BANCA TRANSILVANIA SA IN THE ACTUAL GLOBAL CONTEXT

Turcas, Mioara - In: Theoretical and Applied Economics 05(534)(supplement) (2009) 05(534)(supplement), pp. 261-275

valid portfolio of credits. …

Persistent link: https://www.econbiz.de/10008763699

RISK MEASUREMENT USING THE ? (BETA) COEFFICIENT FOR FINANCIAL INVESTMENT COMPANIES

Berceanu, Dorel; Sichigea, Nicolae; Militaru, Daniel - In: Annals of University of Craiova - Economic Sciences Series 1 (2014) 42, pp. 279-288

This article addresses, in the current context, a very topical issue, namely that of the risk estimation by using the ß coefficient at financial investment companies (FICs). Thus, of the 82 companies listed on the first three categories of the Bucharest Stock Exchange and the international...

Persistent link: https://www.econbiz.de/10010798215

Portfolio Selection in the Presence of Housing (An Iranian Case Study)

Gholizadeh, Ali Akbar; Matin, Masoud Tahuri - In: Iranian Economic Review 16 (2011) 3, pp. 139-159

The present paper studies the selection of household portfolio in the presence of housing market. A major theory in the … study of housing prices and their fluctuations is the theory of household portfolio. The present study attempts to examine … correlation coefficients during the period, the optimal composition of assets in household portfolio was determined. The model …

Persistent link: https://www.econbiz.de/10010695763

PARTICULARITIES CONCERNING THE PROFITABILITY AND THE FINANCIAL INSTRUMENTS PORTFOLIO RISK

MINEA, Valentina; MANEA, Liliana; LUPU, Maria - In: Internal Auditing and Risk Management 2 (2013) 30, pp. 189-201

helped the portfolio management named also the management of financial assets to enter into a most favorable environment. The …

Persistent link: https://www.econbiz.de/10010726388

LINEAR PROGRAMMING METHODS FOR SOLVING THE PORTFOLIO’S PROBLEMS

TKACENKO, Alexandra - In: Journal of Financial and Monetary Economics 1 (2014) 1, pp. 216-221

It is well known that the portfolio optimization involves creating the stock portfolio minimizing the risk for a … bring alternative models for solving a portfolio’s problem. Particularly in the paper is proposed some techniques and … considerations for non-linear portfolio’s model transformation in one of linear or linear fractional type. The last ones leads to …

Persistent link: https://www.econbiz.de/10011184501

Comparative Analysis Between the Portfolio Theory and Investor Praxis

GRIGORESCU, Judith - In: Romanian Statistical Review Supplement 60 (2012) 1, pp. 99-103

Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe …

Persistent link: https://www.econbiz.de/10010596218