Eleftherios Giovanis: 2 books

Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens Exchange Stock Market

by Eleftherios Giovanis
Language: English
Release Date: March 26, 2010

Seminar paper from the year 2007 in the subject Business economics - Investment and Finance, grade: 90.0%, , language: English, abstract: This paper examines the estimating and forecasting performance of the different and various Generalized Autoregressive Conditional Heteroscedasticity-GARCH's models...

A Study of Sharpe's asymmetric beta model

by Eleftherios Giovanis
Language: English
Release Date: May 12, 2010

Seminar paper from the year 2008 in the subject Business economics - Investment and Finance, grade: 100%, , course: Money and Capital Market Analysis, language: English, abstract: This paper presents the classic-static beta values and beta values estimated by an asymmetric beta model. In asymmetric...