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 1 1 3 232 1 1 8 738
Backtesting VaR Models: An Expected Shortfall Approach 1 3 18 1,130 2 7 38 2,931
Global Style Portfolios Based on Country Indices 0 0 3 12 0 2 13 46
Global portfolio management under state dependent multiple risk premia 2 4 5 9 2 5 20 39
Idiosyncratic Risk in Emerging Markets 0 3 4 240 1 9 20 556
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 0 1 167 0 3 11 579
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 1 5 29 0 2 13 159
Oil price shocks and volatility do predict stock market regimes 1 1 5 51 1 2 23 126
Return dispersion, stock market liquidity and aggregate economic activity 3 5 10 57 3 6 27 141
Revisiting Mutual Fund Performance Evaluation 0 1 7 80 1 5 26 191
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 221 0 3 11 875
The Use of GARCH Models in VaR Estimation 0 3 12 300 2 11 45 603
Total Working Papers 8 22 74 2,592 13 56 256 7,243


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 1 17 601
Does idiosyncratic risk matter? Evidence from European stock markets 1 1 4 15 1 1 8 64
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 10 102
Idiosyncratic risk matters! A regime switching approach 0 1 1 57 1 3 5 218
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 55 0 2 23 240
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 43 1 1 9 202
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 8 0 1 7 49
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 2 5 6 399 2 6 18 1,169
Revisiting mutual fund performance evaluation 1 2 5 45 2 3 23 200
Stock market dispersion, the business cycle and expected factor returns 1 2 4 16 4 8 23 59
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 1 50 1 1 4 251
The efficiency of Greek public pension fund portfolios 0 0 1 40 1 1 8 112
US stock market regimes and oil price shocks 1 2 5 7 2 4 28 48
Value-at-Risk for Greek Stocks 1 2 2 6 1 2 10 30
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 0 1 5 327
Total Journal Articles 7 16 34 1,030 17 38 203 3,690
2 registered items for which data could not be found


Statistics updated 2017-06-02