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 1 3 232 0 1 8 738
Backtesting VaR Models: An Expected Shortfall Approach 1 4 18 1,133 3 9 39 2,938
Global Style Portfolios Based on Country Indices 0 0 2 12 1 1 9 47
Global portfolio management under state dependent multiple risk premia 0 2 5 9 0 3 19 40
Idiosyncratic Risk in Emerging Markets 0 0 4 240 1 5 20 560
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 64 0 0 1 259
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 1 1 1 168 1 1 9 580
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 4 29 2 2 14 161
Oil price shocks and volatility do predict stock market regimes 1 3 7 53 2 4 22 129
Return dispersion, stock market liquidity and aggregate economic activity 0 3 9 57 1 4 25 142
Revisiting Mutual Fund Performance Evaluation 0 1 7 81 0 3 26 193
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 221 3 6 15 881
The Use of GARCH Models in VaR Estimation 2 4 16 304 5 13 49 614
Total Working Papers 5 19 77 2,603 19 52 256 7,282


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 1 2 3 172 2 4 17 605
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 0 0 0 0 0
Does idiosyncratic risk matter? Evidence from European stock markets 0 2 5 16 0 2 7 65
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market 0 0 0 1 0 0 3 18
Idiosyncratic Risk in Emerging Markets 0 0 2 25 1 2 10 103
Idiosyncratic risk matters! A regime switching approach 0 0 1 57 0 1 5 218
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 2 3 3 58 3 4 18 244
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 43 0 1 8 202
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 0 0 5 49
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 1 4 8 401 1 5 15 1,172
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 2 2 2 2 2 2 2 2
Revisiting mutual fund performance evaluation 0 1 4 45 0 5 24 203
Stock market dispersion, the business cycle and expected factor returns 0 1 3 16 0 6 19 61
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 1 50 0 3 5 253
The efficiency of Greek public pension fund portfolios 0 0 1 40 0 1 5 112
US stock market regimes and oil price shocks 0 2 6 8 1 4 25 50
Value-at-Risk for Greek Stocks 0 1 2 6 2 3 12 32
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 0 1 6 328
Total Journal Articles 6 18 43 1,041 12 44 186 3,717


Statistics updated 2017-08-03