Portfolio management of financial instruments is an important activity whereas factors leading to best performance for the investment in question are suitable and good structure Committee of the portfolio. The investor will have to take into account the type of financial instruments which ensure...

Starting with the second half of the previous century the financial markets became a basic component of the word economic system. To notice the fact that, during the mentioned period, the value and the complexity of the transactions involving financial instruments kept on increasing, the...

Most of the transactions typical for the capital market from our country are carried on through the Bucharest Stock Exchange. That is why we can allege the fact that the eventual conclusions referring to the evolutions recorded in the frame of this institution can be extrapolated at the level of...

Classical models used in the management of financial instruments portfolio constitute the basis of modern portfolio theory even if you are currently their application lead to results limited.

Based on the above, it can be concluded that the use of Value at Risk method allows a more efficient allocation of financial resources available, thus eliminating the overexposure to a single risk source. Also, the VaR model allows capital investors to properly assess their activity and position...

The development of the Bucharest Stock Exchange was a positive one during the period 1995 – 2007, being favored by both the macroeconomic evolutions specific to our country and the more and more favorable perception of the Romanian economic entities on the role and place of the capital market...

By this study we aimed to emphasize the main specific elements of the North-West Region, known also as North Transylvania, as well as to accomplish a study concerning the evolution of the main indicators characterizing the activity of this zone of the country over the period 2007-2013. In this...

In the frame of this article I have submitted the main elements describing the way to set up the VAR indicator – by means of various methods of calculation as well as a series of practical aspects concerning the estimation of the volatility for a financial asset through this type of...

The DuPont analysis system is based on decomposing the profitability ratio in factors of influence. This paper describes the factorial analysis of profitability based on the DuPont system. Significant importance is given to the impact on various indicators on the shares value and profitability.

The Management of financial instruments portfolios is a complex activity that is based on a series of scientific models through which it is possible to assess the financial performance of securities markets, but also the risks the investors expose themselves. Although it is recommended that...