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George Diacogiannis

Personal Details

First Name:George
Middle Name:
Last Name:Diacogiannis
Suffix:
RePEc Short-ID:pdi470
[This author has chosen not to make the email address public]
http://web.xrh.unipi.gr/index.php?option=com_content&view=article&id=28&Itemid=302&lang=en

Affiliation

Department of Banking and Financial Management
University of Piraeus

Piraeus, Greece
https://bankfin.unipi.gr/
RePEc:edi:dfpirgr (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. George Diacogiannis & David Feldman, 2013. "Linear Beta Pricing with Inefficient Benchmarks," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-35.
  2. Maria H. Anagnostopoulou & George P. Diacogiannis, 2006. "The interdependence of European equity markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 1(2/3), pages 267-288.
  3. G. P. Diacogiannis, 1999. "A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 225-235.
  4. George P. Diacogiannis & Panayiotis F. Diamandis, 1997. "Multi‐factor Risk‐return Relationships," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(3), pages 559-570, April.
  5. Diamandis, Panayiotis F & Diacogiannis, George P, 1994. "Social Appraisal of the Built-Operate-Transfer Projects of Public Owned Utility Industries in Comparison to Turnkey Projects," Public Finance = Finances publiques, , vol. 49(1), pages 12-41.
    RePEc:taf:apfiec:v:17:y:2007:i:18:p:1511-1528 is not listed on IDEAS
    RePEc:taf:apfiec:v:15:y:2005:i:1:p:53-61 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. George Diacogiannis & David Feldman, 2013. "Linear Beta Pricing with Inefficient Benchmarks," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-35.

    Cited by:

    1. Syed Jawad Hussain Shahzad, 2015. "Multiscale Systematic Risk: Empirical Evidence from Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(12), pages 605-615, December.
    2. Thomas A. Severini, 2015. "A note on the effects of market inefficiency and portfolio constraints on the relationship between the expected return of an asset and the market," Economics and Business Letters, Oviedo University Press, vol. 4(4), pages 175-182.
    3. Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed, 2014. "Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame," MPRA Paper 60110, University Library of Munich, Germany.
    4. Syed Jawad Hussain Shahzad & Saniya Khalid & Saba Ameer, 2016. "CAPM estimates: Can data frequency and time period lend a hand?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-12, June.
    5. Diacogiannis, George & Ioannidis, Christos, 2022. "Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions," International Review of Financial Analysis, Elsevier, vol. 81(C).

  2. G. P. Diacogiannis, 1999. "A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 225-235.

    Cited by:

    1. Juan-Pedro Gómez & Fernando Zapatero, 2001. "Asset pricing implications of benchmarking: A two-factor CAPM," Economics Working Papers 693, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Diacogiannis, George & Ioannidis, Christos, 2022. "Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions," International Review of Financial Analysis, Elsevier, vol. 81(C).

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