Access Statistics for Vitali Alexeev

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	18	0	0	2	83
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	1	2	7	40
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	0	1	104	2	4	18	391
Equity portfolio diversification with high frequency data	0	0	0	37	0	0	2	106
Exchange Rate Risk Exposure and the Value of European Firms	0	0	3	56	0	3	11	218
How many stocks are enough for diversifying Canadian institutional portfolios?	0	1	4	24	0	5	13	97
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	0	0	2	188
Non-Standard Errors	0	0	1	8	0	1	3	33
Non-Standard Errors	0	0	4	27	0	6	76	145
Non-Standard Errors	0	0	1	19	0	0	2	24
Non-Standard Errors	2	2	3	44	5	12	52	438
Nonstandard Errors	0	0	2	2	5	5	19	19
Nonstandard errors	0	0	11	11	0	5	44	44
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	1	5	401
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	2	5	7	67
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	2	3	30	509	15	49	265	2,337

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric jump beta estimation with implications for portfolio risk management	0	1	1	5	0	1	4	30
Biases in variance of decomposed portfolio returns	0	0	0	4	0	0	2	20
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	2	3	3	53
Continuous and Jump Betas: Implications for Portfolio Diversification	0	0	0	16	0	0	0	100
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals	0	1	2	10	0	2	5	37
Equity portfolio diversification with high frequency data	0	0	1	3	0	0	3	50
Exchange rate risk exposure and the value of European firms	0	0	3	23	1	1	14	98
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	2	4	1	4	11	13
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	1	3	80
Modelling Financial Contagion Using High Frequency Data	0	0	1	9	0	2	3	24
Nonstandard Errors	5	7	36	36	8	20	118	118
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	1	3	4	54
Sensitivity to sentiment: News vs social media	2	3	5	35	4	7	18	174
Testing weak form efficiency on the Toronto Stock Exchange	0	0	2	111	2	3	10	499
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	0	0	13	0	0	1	83
Total Journal Articles	7	12	53	290	19	47	199	1,433

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Statistics updated 2025-05-12