Can international diversification reduce portfolios' risk and costs through the usage of variations of capital asset pricing model?

dc.contributor.author	Τούντας, Κανέλλος - Άκης	el
dc.contributor.author	Γεραντώνης, Νικόλαος	el
dc.contributor.author	Μακρίδης, Γεώργιος	el
dc.date.accessioned	2015-01-28T00:23:11Z
dc.date.available	2015-01-28T00:23:11Z
dc.date.issued	2015-01-28
dc.identifier.uri	http://hdl.handle.net/11400/4906
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ηνωμένες Πολιτείες	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/us/	*
dc.subject	Market research
dc.subject	Capital assets pricing model
dc.subject	Έρευνα αγοράς
dc.subject	Περουσιακά στοιχεία
dc.subject	Χαρτοφυλάκιο
dc.subject	Portfolio
dc.title	Can international diversification reduce portfolios' risk and costs through the usage of variations of capital asset pricing model?	en
heal.type	conferenceItem
heal.secondaryTitle	an empirical review	en
heal.generalDescription	ISSN Σειράς Πρακτικών: 1791 – 8499	el
heal.generalDescription	Proceedings Series: 1791 - 8499	en
heal.classification	Κοινωνικές επιστήμες
heal.classification	Οικονομική Στατιστικές μέθοδοι
heal.classification	Social sciences
heal.classification	Economics--Statistical methods
heal.classificationURI	http://id.loc.gov/authorities/subjects/sh85124003
heal.classificationURI	http://id.loc.gov/authorities/subjects/sh85040863
heal.classificationURI	N/A-Κοινωνικές επιστήμες
heal.classificationURI	N/A-Οικονομική Στατιστικές μέθοδοι
heal.keywordURI	http://skos.um.es/unescothes/C02411
heal.keywordURI	http://id.loc.gov/authorities/subjects/sh85019932
heal.contributorName	Φράγκος, Χρήστος Κ. (1949-) (επιμ.)	el
heal.language	en
heal.access	campus
heal.recordProvider	Τεχνολογικό Εκπαιδευτικό Ίδρυμα Αθήνας. Σχολή Διοίκησης και Οικονομίας. Τμήμα Διοίκησης Επιχειρήσεων. Κατεύθυνση Διοίκησης Επιχειρήσεων.	el
heal.publicationDate	2009-05
heal.bibliographicCitation	Toudas, K., Gerantonis, N. and Makridis, G. (2009). Can international diversification reduce portfolios' risk and costs through the usage of variations of capital asset pricing model? An empirical review. In 2nd International Conference: Quantitative and Qualitative Methodologies in the Economics and Administrative Sciences. Athens, 25th to 27th May 2009. Athens: TEI of Athens. pp. 484-491.	en
heal.abstract	Bibliography suggests many ways with which risk can be predicted or/and be minimized. Initially, diversification of a portfolio was first proposed as an idea by Markowitz (1952), who described how to combine assets into efficiently diversified portfolios. He demonstrated that investors failed to account correctly for the high correlation among security returns. Diversification, he concluded “reduces risk only when assets are combined whose prices move inversely, or at different times, in relation to each other”. Modern portfolio theory constitutes the basis of this concept that is diversification reduces risk. This paper aims to analyze critically fundamental methods with which risk and returns of emerging market investments can be found and measured as well as if risk, discount rates, and transaction costs can be reduced for international diversified investments.	en
heal.publisher	Τεχνολογικό Εκπαιδευτικό Ίδρυμα Αθήνας	el
heal.publisher	TEI of Athens	en
heal.fullTextAvailability	true
heal.conferenceName	2nd International Conference: Quantitative and Qualitative Methodologies in the Economic and Administrative Sciences	en
heal.conferenceItemType	full paper