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	1	18	0	1	3	83
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	1	2	8	39
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	0	2	104	2	7	18	389
Equity portfolio diversification with high frequency data	0	0	0	37	0	1	2	106
Exchange Rate Risk Exposure and the Value of European Firms	0	1	3	56	2	6	11	217
How many stocks are enough for diversifying Canadian institutional portfolios?	1	1	4	24	2	2	12	94
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	0	1	2	188
Non-Standard Errors	0	0	1	19	0	0	4	24
Non-Standard Errors	0	0	1	42	6	12	56	432
Non-Standard Errors	0	1	4	27	4	16	81	143
Non-Standard Errors	0	0	1	8	0	0	2	32
Nonstandard Errors	0	2	2	2	0	11	14	14
Nonstandard errors	0	1	11	11	4	11	43	43
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	1	2	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	2	5	64
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	1	6	30	507	24	74	268	2,312

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	0	0	4	0	0	3	29
Biases in variance of decomposed portfolio returns	0	0	0	4	0	1	2	20
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	0	0	1	50
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	0	1	9	1	1	4	36
Equity portfolio diversification with high frequency data	0	0	1	3	0	1	3	50
Exchange rate risk exposure and the value of European firms	0	0	3	23	0	3	15	97
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	3	4	2	3	10	11
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	1	3	3	80
Modelling Financial Contagion Using High Frequency Data	0	0	1	9	2	2	3	24
Nonstandard Errors	2	7	31	31	8	24	106	106
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	2	3	3	53
Sensitivity to sentiment: News vs social media	0	0	2	32	1	3	16	168
Testing weak form efficiency on the Toronto Stock Exchange	0	0	3	111	1	1	10	497
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	0	0	13	0	0	2	83
Total Journal Articles	2	7	45	280	18	45	181	1,404

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Statistics updated 2025-03-03