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

页码：2373 / 2383

页数：11

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