Table of contents
Volatility in currency markets
C.I. Kazantzis, N.P. TessaromatisRestates the importance of asset volatility forecasts for option pricing and portfolio management and outlines previous research on forecasting models. Discusses the relative…
Macroeconomic factors and stock returns in a changing economic framework: the case of the Athens stock exchange
G.P. Diacogiamnis, E.D. Tsiritakis, G.A. ManolasOutlines previous research on the capital asset pricing model and its extensions; and fluctuations in the Greek economy and capital market between 1980 and 1992. Develops a…
Risk analysis of bond mutial funds: a case study in the Greek financial market
Panayiotis G. ArtikisArgues that the Greek secondary bond market (opened in March 1999) needs a specific index to approximate its market portfolio for measuring systematic risk (beta) since the Athens…
Evaluation of balanced mutual funds: the case of the Greek financial market
George P. ArtikisAssesses the 1995‐1998 performance of ten domestic balanced mutual funds in the Greek financial market using daily net asset value per unit. Ranks them on the basis of daily…
Equity mutual fund managers performance in Greece
N.D. Filippas, Christine PsomaOutlines the models devised by Jensen (1968, 1969) and Treynor and Mazuy (1966) for measuring the performance of managed portfolios and related empirical research. Applies the…
ISSN:
0307-4358e-ISSN:
1758-7743ISSN-L:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson