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A Dynamic approach for the evaluation of portfolio performance under risk conditions
Christos Alexakis
, Dimitris Balios
, Sophia Stavraki
University of Piraeus
National and Kapodistrian University of Athens
Research output
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peer-review
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Keyphrases
High Risk
100%
Low Risk
100%
Viscosity B-coefficient
100%
Investment Decisions
100%
Higher Returns
100%
Stock Market
100%
Market Capitalization
100%
Portfolio Composition
100%
Historical Data
100%
Stress Testing
100%
Stock Portfolio
100%
Simulation Techniques
100%
Portfolio Performance
100%
Minimum Risk
100%
Risk Conditions
100%
Stress Simulation
100%
Risk-return Relation
100%
Media Risk
100%
Return Coefficient
100%
Maximum Return
100%
Volatility Coefficient
100%
Asset Managers
100%
Dynamic Approach
100%
Optimum Composition
100%
Economics, Econometrics and Finance
Investors
100%
Returns Volatility
100%
Stress Test
100%
Portfolio Selection
100%