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This is a Quantitative Study study.

Performance Evaluation and Portfolio Optimization in Emerging European Stock Markets: Evidence from Hungary and Romania

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Comparative risk analysis of Hungary's BUX and Romania's BET indices reveals strategic weight adjustments improve returns.

Hungarian portfolios show higher overall risk, while Romanian portfolios provide better diversification and align with normal distribution.
The study utilized daily stock price data from December 2022 to June 2023 for BUX and BET indices, focusing on their component weights.
Advanced statistical methods, including Sharpe and VaR ratios, were applied using R software for robust portfolio optimization.
Findings suggest that altering stock weights can significantly enhance portfolio performance for investors in emerging markets.

Kulcsár et al. (2025) studied this question.

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