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...

In the business of forecasting the evolution of financial-economic phenomena with the help of models of time series based on statistical and econometric methods, starts from the assumption that the phenomenon will continue to have in a foreseeable period of time the same behavior as in the past.

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...

The multiple regression is a tool that offers the possibility to analyze the correlations between more than two variables, situation which account for most cases in macro-economic studies. The best known method of estimation for multiple regression is the method of least squares. As in the...

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 first operation which should be achieved by the capital investors when setting up a portfolio consists of fixing the component equities within its structure. Thus, in order to adopt the optimum decision as to investing, they proceed to a thorough analysis and evaluation of the potential...