Asset allocation in the Athens stock exchange : a variance sensitivity analysis
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
|
Subject: | Asset allocation | GARCH models | risk management | sensitivity analysis | Kupiec test | Portfolio-Management | Portfolio selection | Sensitivitätsanalyse | Sensitivity analysis | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Griechenland | Greece | Theorie | Theory | Volatilität | Volatility | Aktienmarkt | Stock market |
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