Το γραμμικό υπόδειγμα περιουσιακών στοιχείων βασισμένο σε ένα μη αποδοτικό χαρτοφυλάκιο: ένας νέος έλεγχος
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Keywords
Γραμμικό υπόδειγμα περιουσιακών στοιχείων ; Μη αποδοτικό χαρτοφυλάκιο ; Μη αποτελεσματικό χαρτοφυλάκιο ; Επενδύσεις ; Νέος έλεγχος ; Αναμενόμενες αποδόσεις ; Διαχείριση χαρτοφυλακίουAbstract
Nowadays, financial services are constantly subject to dramatic changes, both in national economies and internationally. Our economic changes and competition have prompted the exploration of new models of risk-benefit analysis of financial products, especially stocks. Over the past years, many have been trying to analyze the risk-benefit ratio and many were the models that emerged after the investigation. Several of them have been adopted by the global market, but none of them seems to have reassured researchers to prevent them from continuing an investigation to achieve the best possible result. In the international literature, therefore, in recent years, two such models have emerged at an early stage. The model of Fama and French in June 1992 and the multifactorial model of Professor Piraeus University K. Diakoyannis G. in 1999 as well as a new power control of the three-dimensional model of Mr. Diakoyannis. This post-graduate thesis aims to investigate the existence of the risk-return relationship in two stocks of England, the US and their indices respectively, in accordance with the Model of Capital Elements. This model acts as a model for risk pricing in all sectors, offering significant assistance to investors to assess and measure portfolio risk and predicted returns for such risk. In essence, in simple terms, the Asset Valuation Model attempts to describe how the market estimates investments with the expected returns.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική Ανάλυση για ΣτελέχηDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
136Language
Greek
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές