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 0 18 0 6 10 93
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 1 6 11 50
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 0 0 3 107 6 14 28 417
Equity portfolio diversification with high frequency data 0 0 0 37 1 3 5 111
Exchange Rate Risk Exposure and the Value of European Firms 0 0 2 58 2 13 29 246
How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 24 1 6 10 104
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 1 4 6 194
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 0 8 0 9 13 45
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard errors 0 0 1 12 2 11 28 71
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 1 9 12 413
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 1 2 2 18 3 9 14 78
What Australian investors need to know to diversity their portfolios 0 0 0 13 1 7 9 52
Total Working Papers 1 3 12 519 32 166 323 2,635
1 registered items for which data could not be found

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 2 6 2 4 7 36
Biases in variance of decomposed portfolio returns 0 0 0 4 2 7 9 29
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 0 12 24 74
Continuous and Jump Betas: Implications for Portfolio Diversification 0 1 2 18 1 10 15 115
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals 0 0 2 11 5 7 13 49
Equity portfolio diversification with high frequency data 0 0 0 3 3 7 11 61
Exchange rate risk exposure and the value of European firms 0 0 1 24 3 10 22 119
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging 0 0 0 4 2 5 9 20
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 3 5 7 87
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data 0 1 3 3 1 20 32 32
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 0 2 9 33
Nonstandard Errors 0 1 11 42 6 16 61 167
Predictive blends: Fundamental Indexing meets Markowitz 1 1 2 9 1 3 8 61
Sensitivity to sentiment: News vs social media 0 0 6 38 2 8 32 200
Testing weak form efficiency on the Toronto Stock Exchange 1 1 1 112 1 4 12 509
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 3 7 90
Total Journal Articles 3 6 31 311 32 123 278 1,682

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Statistics updated 2026-03-04