| 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 |
180 |
0 |
1 |
3 |
654 |
| ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
37 |
| Climate uncertainty and marginal climate capital needs |
1 |
1 |
1 |
3 |
3 |
3 |
13 |
22 |
| Does idiosyncratic risk matter? Evidence from European stock markets |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
82 |
| Global Equity Country Allocation: An Application of Factor Investing |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
| Idiosyncratic Risk in Emerging Markets |
0 |
0 |
1 |
34 |
1 |
2 |
4 |
137 |
| Idiosyncratic risk matters! A regime switching approach |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
244 |
| Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach |
0 |
0 |
0 |
60 |
0 |
2 |
3 |
286 |
| Idiosyncratic volatility and equity returns: UK evidence |
0 |
0 |
0 |
62 |
0 |
1 |
1 |
257 |
| Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers |
0 |
0 |
2 |
15 |
0 |
2 |
5 |
95 |
| Liquidity adjusted value-at-risk based on the components of the bid-ask spread |
0 |
0 |
1 |
432 |
0 |
1 |
3 |
1,271 |
| MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH |
0 |
1 |
6 |
45 |
0 |
4 |
14 |
96 |
| Modeling risk for long and short trading positions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Revisiting mutual fund performance evaluation |
0 |
2 |
5 |
85 |
1 |
13 |
25 |
430 |
| Stock market dispersion, the business cycle and expected factor returns |
0 |
0 |
2 |
43 |
1 |
3 |
10 |
157 |
| The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange |
0 |
0 |
0 |
54 |
1 |
4 |
4 |
287 |
| The disappearing profitability of volatility-managed equity factors |
0 |
1 |
2 |
5 |
1 |
4 |
12 |
17 |
| The economic gain of being small in the mutual fund industry: U.S. and international evidence |
0 |
0 |
3 |
8 |
0 |
2 |
6 |
24 |
| The efficiency of Greek public pension fund portfolios |
0 |
0 |
0 |
52 |
0 |
1 |
5 |
172 |
| US stock market regimes and oil price shocks |
0 |
1 |
1 |
20 |
1 |
5 |
11 |
145 |
| Value-at-Risk for Greek Stocks |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
78 |
| Volatility forecasting: Intra-day versus inter-day models |
0 |
0 |
1 |
99 |
0 |
1 |
2 |
362 |
| World ESG performance and economic activity |
0 |
0 |
2 |
2 |
1 |
4 |
20 |
20 |
| Total Journal Articles |
1 |
6 |
29 |
1,303 |
10 |
58 |
152 |
4,880 |
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