ISSN 1842-4562
Member of DOAJ

Efficient Portfolio for Two Financial Assets. Case Study: BSE

Florentin ȘERBAN


Efficient portfolio, BSE, risk analysis, efficient frontier


This paper presents the description of the efficient frontier for a portfolio made of two stocks. We say that a portfolio of financial assets is efficient if no other portfolio can be formed that has the same risk as the original portfolio, but it has a higher profitability than it. To illustrate the efficiency of the method we used, we construct the efficient frontier which makes reference to the stocks listed at BSE.