A Study of Sharpe’s asymmetric beta model More Books by Eleftherios Giovanis

The Economic Rise of China The Economic Rise of China
The Economic Rise of China
2022
Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens Exchange Stock Market Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens Exchange Stock Market
Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens Exchange Stock Market
2010
The Day of the Week and the Month of the Year Effects: Applications of Rolling Regressions in EVIEWS and MATLAB The Day of the Week and the Month of the Year Effects: Applications of Rolling Regressions in EVIEWS and MATLAB
The Day of the Week and the Month of the Year Effects: Applications of Rolling Regressions in EVIEWS and MATLAB
2010
A Research Examination of Covered-Uncovered Interest Rate Parity and the Purchase Power Parity (PPP) hypothesis: Applications in MATLAB, RATS and EVIEWS A Research Examination of Covered-Uncovered Interest Rate Parity and the Purchase Power Parity (PPP) hypothesis: Applications in MATLAB, RATS and EVIEWS
A Research Examination of Covered-Uncovered Interest Rate Parity and the Purchase Power Parity (PPP) hypothesis: Applications in MATLAB, RATS and EVIEWS
2010