Testing APT Model upon a BVB Stocks’ Portfolio
Applying the Arbitrage Pricing Theory model (APT), there can be identified the major factors of influence for a BVB’ portfolio stocks' trend. There were taken into consideration two of the APT theory models, establishing influences upon portfolio's yield: given to macroeconomic environment...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Inforec Association
2011-01-01
|
| Series: | Informatică economică |
| Subjects: | |
| Online Access: | http://www.revistaie.ase.ro/content/60/07%20-%20Bontas,%20Odagescu.pdf |