Access Statistics for Vitali Alexeev

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
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 1 11 0 0 7 44
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 0 2 6 6
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 0 0 11 68 1 4 37 195
Equity portfolio diversification with high frequency data 0 0 1 35 0 1 6 77
Exchange Rate Risk Exposure and the Value of European Firms 1 2 5 44 2 4 18 143
How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 2 13 1 1 7 34
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 1 38 0 0 4 166
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 0 3 5 339
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 0 1 2 3 0 4 10 12
What Australian investors need to know to diversity their portfolios 0 0 0 11 0 0 0 32
Total Working Papers 1 3 23 314 4 19 100 1,048


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric jump beta estimation with implications for portfolio risk management 1 1 1 1 3 3 3 3
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 7 0 0 3 40
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 0 15 0 0 4 70
Equity portfolio diversification with high frequency data 0 0 0 1 0 2 5 22
Exchange rate risk exposure and the value of European firms 0 1 3 4 0 4 15 28
Localized level crossing random walk test robust to the presence of structural breaks 0 0 1 5 0 0 3 60
Predictive blends: Fundamental Indexing meets Markowitz 0 1 2 2 1 4 7 7
Testing weak form efficiency on the Toronto Stock Exchange 0 2 3 93 1 4 16 413
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 0 7 0 1 12 51
Total Journal Articles 1 5 10 135 5 18 68 694


Statistics updated 2019-09-09