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 2 4 19 1,127 7 14 41 2,924
Global Style Portfolios Based on Country Indices 0 2 4 12 0 4 15 44
Global portfolio management under state dependent multiple risk premia 0 1 2 5 1 5 20 34
Idiosyncratic Risk in Emerging Markets 0 0 1 237 1 2 16 547
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 64 1 1 3 259
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 167 1 2 13 576
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 1 4 28 3 4 20 157
Oil price shocks and volatility do predict stock market regimes 0 2 7 50 1 9 24 124
Return dispersion, stock market liquidity and aggregate economic activity 0 0 7 52 3 8 29 135
Revisiting Mutual Fund Performance Evaluation 0 2 7 79 2 9 29 186
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 2 221 0 2 11 872
The Use of GARCH Models in VaR Estimation 2 5 12 297 9 16 45 592
Total Working Papers 4 18 68 2,570 29 77 279 7,187


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 3 7 20 600
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 0 0 1 24 1 2 7 99
Idiosyncratic risk matters! A regime switching approach 0 0 0 56 0 1 5 215
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 55 0 1 36 238
Idiosyncratic volatility and equity returns: UK evidence 1 1 2 43 1 3 8 201
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 0 0 7 48
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 3 394 1 4 15 1,163
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 3 6 114 2 5 22 387
Revisiting mutual fund performance evaluation 0 0 4 43 2 3 22 197
Stock market dispersion, the business cycle and expected factor returns 1 1 5 14 2 4 23 51
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 1 50 0 0 5 250
The efficiency of Greek public pension fund portfolios 0 0 1 40 0 0 9 111
US stock market regimes and oil price shocks 0 1 4 5 1 7 32 44
Value-at-Risk for Greek Stocks 0 0 0 4 1 4 9 28
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 1 1 6 326
Total Journal Articles 3 8 32 1,176 15 44 247 4,306


Statistics updated 2017-03-07