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- Title
PORTFOLIO OPTIMIZATION AND BUILDING OF ITS EFFICIENT FRONTIER.
- Authors
SERBAN, Florentin; STEFANESCU, Viorica; FERRARA, Massimiliano
- Abstract
The article presents a study which examines the description of the efficient frontier for a portfolio made of three assets. The study used data analysis and principal components analysis (PCA) to estimate the risk of assets correspond with clusters and presented a case study to illustrate the efficient use of the method. Moreover, a graphic representation is presented which shows the curve description of the efficient frontier.
- Subjects
INVESTMENTS; PORTFOLIO management (Investments); PRINCIPAL components analysis; ASSETS (Accounting); CASE studies; DATA analysis
- Publication
Economic Computation & Economic Cybernetics Studies & Research, 2011, Vol 45, Issue 2, p1
- ISSN
0424-267X
- Publication type
Article