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
A Robust VaR Model under Different Time Periods and Weighting Schemes 0 0 0 0 0 0 0 0
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 1 4 233 3 4 10 742
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 0 0 0
Backtesting VaR Models: An Expected Shortfall Approach 1 2 14 1,134 3 7 38 2,942
Global Style Portfolios Based on Country Indices 0 0 2 12 0 2 8 48
Global portfolio management under state dependent multiple risk premia 0 0 5 9 0 0 13 40
Idiosyncratic Risk in Emerging Markets 0 0 4 240 1 3 19 562
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 0 1 1 168 0 1 7 580
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 1 2 6 31 2 5 16 164
Modeling Risk for Long and Short Trading Positions 0 0 0 0 0 1 1 1
Oil price shocks and volatility do predict stock market regimes 0 1 7 53 3 5 19 132
Return dispersion, stock market liquidity and aggregate economic activity 0 2 9 59 0 4 24 145
Revisiting Mutual Fund Performance Evaluation 1 1 6 82 1 1 20 194
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 221 1 5 15 883
The Use of GARCH Models in VaR Estimation 0 3 15 305 0 13 50 622
US stock market regimes and oil price shocks 1 1 1 1 3 3 3 3
Volatility forecasting: intra-day vs. inter-day models 0 0 0 0 0 1 1 1
Total Working Papers 4 14 75 2,612 17 55 245 7,318


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 1 3 172 2 4 18 607
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 1 1 1 0 1 1 1
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 4 16 0 1 6 66
Idiosyncratic Risk in Emerging Markets 0 0 2 25 0 1 7 103
Idiosyncratic risk matters! A regime switching approach 0 0 1 57 0 0 4 218
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 2 3 58 1 4 13 245
Idiosyncratic volatility and equity returns: UK evidence 0 0 1 43 0 0 4 202
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 1 2 6 51
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 8 401 1 2 14 1,173
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 2 2 0 2 2 2
Revisiting mutual fund performance evaluation 0 0 3 45 0 2 19 205
Stock market dispersion, the business cycle and expected factor returns 0 1 4 17 1 2 16 63
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 1 50 0 0 4 253
The efficiency of Greek public pension fund portfolios 1 1 2 41 2 2 5 114
US stock market regimes and oil price shocks 0 0 5 8 2 3 19 52
Value-at-Risk for Greek Stocks 1 1 3 7 1 3 11 33
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 0 0 4 328
Total Journal Articles 2 10 43 1,044 11 29 153 3,716
1 registered items for which data could not be found


Statistics updated 2017-10-05