The Markowitz Model
Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 1
Abstract
Harry Max Markowitz, laureate of the Nobel Prize for economy in 1990, is known for is contributions to the development of the modern theory of the portfolio, his studies being focused with priority to the effects which the risk, the profitableness or the assets correlation are implying when the forming of a portfolio is aimed. By consecrating to the study of this matter, he contributed fundamentally to the settlement of the financial markets issues as from the years 1950, by elaborating a modern theory concerning the efficiency of the choice within a portfolio. The theory allows the setting up of an optimum modality to place the capitals as well as the diminishing of the risk degree for the done financial investments.
Authors and Affiliations
Ioan PARTACHI , Mădălina Gabriela ANGHEL, Cristina SACALĂ, Iustina JURESCHI
Keywords
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