Department of Economics

AUTHOR

Xanthos George

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Finance , Applied Research - 2008

Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period

This paper examines the strategy of investing in selected East European stock markets: The Czech Republic, Hungary, and Poland.

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Macroeconomics , Data Analytics - 2008

A Note on the Diachronic Behaviour of the OECD Forecasts for Greece

In this short paper a Gamma distributed lags model is used to study the diachronic responses between the actual data and the forecasts supplied by OECD the last 27 years for the case of the Greek Economy.

https://9b9ec758578b3ee0d46b-305404f9eb35eaf4130aa2d106c6a91c.ssl.cf3.rackcdn.com/597/market/publications/736/images//p1baevdjqp154f1d0r1ngofc81l4i4.jpg

Finance , Applied Research - 2006

Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds Through Optimisation Techniques: Some Empirical and Monte Carlo Results

In this paper we test the effects of temporal aggregation (disaggregation) on the efficiency of portfolio construction using the mean variance optimization approach

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