Please use this identifier to cite or link to this item: https://olympias.lib.uoi.gr/jspui/handle/123456789/29893
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dc.contributor.authorPapachristodoulou, Theodosiaen
dc.date.accessioned2020-06-16T11:28:23Z-
dc.date.available2020-06-16T11:28:23Z-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/29893-
dc.identifier.urihttp://dx.doi.org/10.26268/heal.uoi.9788-
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectGlobal marketen
dc.subjectInvestment behaviouren
dc.subjectQuadratic Utility Functionen
dc.subjectEquilibrium portfolioen
dc.subjectΤετραγωνική συνάρτηση χρησιμότητας επενδυτήel
dc.subjectΔιεθνή αγοράel
dc.subjectΕπενδυτική συμπεριφοράel
dc.subjectΧαρτοφυλάκιο ισορροπίαςel
dc.titleThe effect of the global market on investor’s behaviouren
dc.titleΗ επίδραση της παγκόσμιας αγοράς στην επενδυτική συμπεριφοράel
heal.typemasterThesis-
heal.type.enMaster thesisen
heal.type.elΜεταπτυχιακή εργασίαel
heal.classificationGlobal market-
heal.dateAvailable2020-06-16T11:29:23Z-
heal.languageen-
heal.accessfree-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2020-
heal.bibliographicCitationΒιβλιογραφία: σ. 47el
heal.abstractAn 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.advisorNameΣυμεωνίδης, Σπυρίδωνel
heal.committeeMemberNameΣυμεωνίδης, Σπυρίδωνel
heal.committeeMemberNameΓκωλέτσης, Γεώργιοςel
heal.committeeMemberNameΣίμος, Θεόδωροςel
heal.academicPublisherΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.academicPublisherIDuoi-
heal.numberOfPages47 σ.-
heal.fullTextAvailabilitytrue-
Appears in Collections:Διατριβές Μεταπτυχιακής Έρευνας (Masters) - ΟΕ

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