{"title":"一个市场模型对中国石油公司发行股票的预测能力。","authors":"Laura-Mădălina Iacob (Pîrșcoveanu), Cornelia-Cristina Pirscoveanu","doi":"10.56043/reveco-2021-0057","DOIUrl":null,"url":null,"abstract":"The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.","PeriodicalId":85430,"journal":{"name":"Revista economica","volume":"40 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"THE FORECASTING ABILITY OF A MARKET MODEL FOR SHARES ISSUED BY PETROM S.A.\",\"authors\":\"Laura-Mădălina Iacob (Pîrșcoveanu), Cornelia-Cristina Pirscoveanu\",\"doi\":\"10.56043/reveco-2021-0057\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.\",\"PeriodicalId\":85430,\"journal\":{\"name\":\"Revista economica\",\"volume\":\"40 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-12-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Revista economica\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.56043/reveco-2021-0057\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista economica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.56043/reveco-2021-0057","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
THE FORECASTING ABILITY OF A MARKET MODEL FOR SHARES ISSUED BY PETROM S.A.
The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.
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