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
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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