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 3 4 15 98
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 1 3 21 63
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 1 2 6 111 9 52 90 484
Equity portfolio diversification with high frequency data 0 0 0 37 2 5 13 120
Exchange Rate Risk Exposure and the Value of European Firms 0 0 1 58 1 6 31 253
How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 24 4 5 14 111
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 3 9 197
Non-Standard Errors 0 0 0 19 0 5 33 59
Non-Standard Errors 0 0 0 44 2 12 43 483
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 27 3 5 21 171
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard errors 0 0 1 12 2 5 34 81
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 1 3 15 416
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 0 0 2 18 3 13 29 96
What Australian investors need to know to diversity their portfolios 1 1 1 14 2 6 17 60
Total Working Papers 2 3 12 524 36 148 476 2,844
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 0 0 1 6 2 3 11 41
Biases in variance of decomposed portfolio returns 0 0 0 4 1 2 11 31
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 1 4 25 78
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 3 7 23 123
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals 0 0 2 12 3 6 21 58
Equity portfolio diversification with high frequency data 0 0 0 3 10 22 34 84
Exchange rate risk exposure and the value of European firms 0 1 2 25 0 4 24 123
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging 0 0 0 4 0 1 9 22
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 0 3 11 92
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data 0 0 3 3 1 8 39 42
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 1 3 13 37
Nonstandard Errors 1 1 7 45 4 8 53 180
Predictive blends: Fundamental Indexing meets Markowitz 0 0 2 9 1 4 10 65
Sensitivity to sentiment: News vs social media 0 0 1 38 8 9 28 210
Testing weak form efficiency on the Toronto Stock Exchange 0 0 1 112 1 2 11 511
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 1 8 91
Total Journal Articles 1 2 22 316 36 87 331 1,788

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10