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 2 231 0 1 13 737
Backtesting VaR Models: An Expected Shortfall Approach 0 3 18 1,127 1 10 40 2,925
Global Style Portfolios Based on Country Indices 0 1 4 12 0 1 15 44
Global portfolio management under state dependent multiple risk premia 0 1 2 5 0 2 19 34
Idiosyncratic Risk in Emerging Markets 3 3 4 240 7 8 22 554
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 64 0 1 3 259
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 167 2 4 15 578
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 1 2 5 29 1 5 19 158
Oil price shocks and volatility do predict stock market regimes 0 1 6 50 1 5 24 125
Return dispersion, stock market liquidity and aggregate economic activity 1 1 7 53 2 7 29 137
Revisiting Mutual Fund Performance Evaluation 1 2 8 80 3 6 29 189
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 221 3 5 12 875
The Use of GARCH Models in VaR Estimation 1 3 13 298 5 16 48 597
Total Working Papers 7 18 71 2,577 25 71 288 7,212


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 1 7 20 601
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 1 1 48 0 2 7 267
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 3 14 0 0 9 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 1 1 2 25 1 2 8 100
Idiosyncratic risk matters! A regime switching approach 0 0 0 56 1 1 6 216
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 55 1 2 32 239
Idiosyncratic volatility and equity returns: UK evidence 0 1 2 43 0 3 8 201
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 1 1 8 49
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 1 1 3 395 2 3 16 1,165
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 6 114 2 5 23 389
Revisiting mutual fund performance evaluation 0 0 4 43 0 3 22 197
Stock market dispersion, the business cycle and expected factor returns 0 1 3 14 3 5 21 54
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 9 111
US stock market regimes and oil price shocks 1 2 4 6 2 6 32 46
Value-at-Risk for Greek Stocks 0 0 0 4 0 1 9 28
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 1 2 6 327
Total Journal Articles 3 9 31 1,179 15 43 245 4,321


Statistics updated 2017-04-03