Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Investments"

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    • Article  

      Nonparametric predictive regression 

      Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. (2015)
      A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are ...
    • Article  

      Robust multiobjective portfolio optimization: A minimax regret approach 

      Xidonas, Panos; Mavrotas, George; Hassapis, Christis; Zopounidis, Constantin (2017)
      An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk. Following the basic ideas of modern portfolio theory as introduced by Markowitz, ...