Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Panayiotis F. Diamandis, Anastassios A. Drakos, Georgios P. Kouretas and Leonidas P. Zarangas
| Year of publication: |
2012
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|---|---|
| Authors: | Diamandis, Panayotis F. ; Drakos, Anastassios A. ; Kouretas, Georgios P. ; Zarangas, Leonidas P. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 2, p. 167-181
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| Subject: | Asset allocation | GARCH models | risk management | sensitivity analysis | Kupiec test | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Sensitivitätsanalyse | Sensitivity analysis | Risikomanagement | Risk management | Griechenland | Greece | Theorie | Theory | CAPM | Börsenhandel | Stock exchange trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615696