haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viite: 128 / 425
| Tekijä: | Östermark, R. |
| Otsikko: | Portfolio efficiency of univariate time series models. |
| Lehti: | Omega
1990 : VOL. 18:2, p. 159-169 |
| Asiasana: | STOCK MARKETS PORTFOLIO INVESTMENT |
| Kieli: | eng |
| Tiivistelmä: | Some empirical evidence on the portfolio efficiency of univariate of statistically acceptable time series models for each individual stock in the Finnish and Swedish stock markets is presented. Efficiency of portfolio selection is evaluated by a Markowitz super criterion. The database consists of a subset of the time series models presented previously for the Finnish and Swedish daily price indices from 1970 to 1987 for each stock listed on the Helsinki and Stockholm stock exchanges. The purpose of the portfolio efficiency test is to evaluate and compare the economic implications of univariate time series models for individual daily stock prices of two neighbouring countries. |
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