USING THE MARKET MODEL ON ROMANIAN STOCK EXCHANGE
Published: 2010-01-01
Volume: No 20 - December 2010
Pages: 13|20
Authors
- Master Student Cristina Andreea
Abstract
One of the concerns in portfolio management is to anticipate market evolution, generally given by a stock index. The market value of a stock is connected to the trends of the index; each security follows, more or less, the index trend line. This relationship between the return on a financial security and the return on a market index outlines the concept of market model.
Keywords: market model, systematic risk (market risk), unsystematic risk (idiosyncratic risk), volatility, correlation coefficient, etc.
Cite this article
APA: Master Student Cristina Andreea (2010). USING THE MARKET MODEL ON ROMANIAN STOCK EXCHANGE. Internal Auditing & Risk Management, Vol. 20, No. 20, pp. 13-20.
BibTeX:
@article{masterstudentcristinaandreea2010503,
title = {USING THE MARKET MODEL ON ROMANIAN STOCK EXCHANGE},
author = {Master Student Cristina Andreea},
journal = {Internal Auditing & Risk Management},
year = {2010},
volume = {20},
pages = {13----20},
doi = {}
}