Positioning the Greek equities market in international portfolios

被引：0
|
作者：
Kaufman, PJ [1 ]
Koutras, DC
Psycharis, P
机构：
[1] Kaufman Diamond & Yeong, Wells River, VT 05081 USA
[2] Comp Technol Inst, Patras, Greece
[3] Intrasoft & Comp Technol Inst, Patras, Greece
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 1997年 / 30卷 / 04期
关键词：
emerging markets; fractal efficiency; efficiency ratio; equities portfolio; risk and reward; Greek equities; volatility; correlations; noise; market maturity; index markets;
D O I：
10.1016/S0362-546X(97)00310-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
引用
收藏
页码：2373 / 2383
页数：11
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