Access Statistics for Timotheos Angelidis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 2 231 0 0 9 737
Backtesting VaR Models: An Expected Shortfall Approach 2 4 19 1,129 4 12 42 2,929
Global Style Portfolios Based on Country Indices 0 0 4 12 2 2 16 46
Global portfolio management under state dependent multiple risk premia 2 2 4 7 3 4 21 37
Idiosyncratic Risk in Emerging Markets 0 3 4 240 1 9 21 555
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 64 0 1 2 259
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 167 1 4 13 579
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 1 5 29 1 5 16 159
Oil price shocks and volatility do predict stock market regimes 0 0 5 50 0 2 23 125
Return dispersion, stock market liquidity and aggregate economic activity 1 2 8 54 1 6 28 138
Revisiting Mutual Fund Performance Evaluation 0 1 7 80 1 6 26 190
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 221 0 3 12 875
The Use of GARCH Models in VaR Estimation 2 5 13 300 4 18 46 601
Total Working Papers 7 18 73 2,584 18 72 275 7,230


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A robust VaR model under different time periods and weighting schemes 0 0 1 170 0 4 19 601
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 1 48 0 0 6 267
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 3 14 0 0 8 63
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market 0 0 0 1 0 0 5 18
Idiosyncratic Risk in Emerging Markets 0 1 2 25 1 3 9 101
Idiosyncratic risk matters! A regime switching approach 1 1 1 57 1 2 5 217
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 55 1 2 26 240
Idiosyncratic volatility and equity returns: UK evidence 0 1 2 43 0 1 8 201
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 0 1 8 49
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 2 3 4 397 2 5 16 1,167
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 2 7 115 1 5 22 390
Revisiting mutual fund performance evaluation 1 1 5 44 1 3 23 198
Stock market dispersion, the business cycle and expected factor returns 1 2 3 15 1 6 21 55
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 1 50 0 0 4 250
The efficiency of Greek public pension fund portfolios 0 0 1 40 0 0 8 111
US stock market regimes and oil price shocks 0 1 4 6 0 3 28 46
Value-at-Risk for Greek Stocks 1 1 1 5 1 2 10 29
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 0 2 6 327
Total Journal Articles 7 13 36 1,186 9 39 232 4,330


Statistics updated 2017-05-02