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DC Field | Value | Language |
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dc.contributor.author | Papachristodoulou, Theodosia | en |
dc.date.accessioned | 2020-06-16T11:28:23Z | - |
dc.date.available | 2020-06-16T11:28:23Z | - |
dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/29893 | - |
dc.identifier.uri | http://dx.doi.org/10.26268/heal.uoi.9788 | - |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
dc.subject | Global market | en |
dc.subject | Investment behaviour | en |
dc.subject | Quadratic Utility Function | en |
dc.subject | Equilibrium portfolio | en |
dc.subject | Τετραγωνική συνάρτηση χρησιμότητας επενδυτή | el |
dc.subject | Διεθνή αγορά | el |
dc.subject | Επενδυτική συμπεριφορά | el |
dc.subject | Χαρτοφυλάκιο ισορροπίας | el |
dc.title | The effect of the global market on investor’s behaviour | en |
dc.title | Η επίδραση της παγκόσμιας αγοράς στην επενδυτική συμπεριφορά | el |
heal.type | masterThesis | - |
heal.type.en | Master thesis | en |
heal.type.el | Μεταπτυχιακή εργασία | el |
heal.classification | Global market | - |
heal.dateAvailable | 2020-06-16T11:29:23Z | - |
heal.language | en | - |
heal.access | free | - |
heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
heal.publicationDate | 2020 | - |
heal.bibliographicCitation | Βιβλιογραφία: σ. 47 | el |
heal.abstract | An investor, with a Quadratic Utility Function, can invest in three markets: the Home, the Abroad, and the Global Market. The GlobalMarket portfolio can be expressed either as a weighted average of the risky assets of the Global Market, or as a weighted average of the Homeand the AbroadMarket portfolios. Defining the 2 2 variancecovariance matrix of the returns on the Homeand AbroadMarket portfolios, enables us to take into account the sign of the correlation of the returns on the two marketportfolios. We examine under what conditions the investor decides to invest in each market. The investor’s decision depends on the slope of the Capital Market Line (Capital Market Effect), as well as on the measurement of risk undertaken in the equilibrium (Optimization Effect). | en |
heal.advisorName | Συμεωνίδης, Σπυρίδων | el |
heal.committeeMemberName | Συμεωνίδης, Σπυρίδων | el |
heal.committeeMemberName | Γκωλέτσης, Γεώργιος | el |
heal.committeeMemberName | Σίμος, Θεόδωρος | el |
heal.academicPublisher | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
heal.academicPublisherID | uoi | - |
heal.numberOfPages | 47 σ. | - |
heal.fullTextAvailability | true | - |
Appears in Collections: | Διατριβές Μεταπτυχιακής Έρευνας (Masters) - ΟΕ |
Files in This Item:
File | Description | Size | Format | |
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M.E. PAPACHRISTODOULOU THEODOSIA 2020.pdf | 440.64 kB | Adobe PDF | View/Open |
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