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Collections :	Ιδρυματικό Αποθετήριο ΟΠΑ / AUEB Institutional Repository Σχολή Οικονομικών Επιστημών / School of Economics Τμήμα Οικονομικής Επιστήμης / Department of Economics Μεταπτυχιακές Εργασίες / Postgraduate dissertations

Title :	Combining CVaR and GARCH in emerging markets bond portfolios: do they optimize returns?

Creator :	Χατζής, Βασίλειος

Contributor :	Τοπάλογλου, Νικόλαος (Επιβλέπων καθηγητής)

Publisher :	Οικονομικό Πανεπιστήμιο Αθηνών

Type :	Text

Extent :	90p.

Language :	en

Abstract :	Thesis - Athens University of Economics and Business. Postgraduate, Department of Economics

Subject :	Financial market Management Econometric models Economics Market Value at Risk

Date Issued :	06-2014

File: Hatzis_2014.pdf

Type: application/pdf