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	0	4	81
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	0	0	10	34
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	0	5	103	0	1	16	378
Equity portfolio diversification with high frequency data	0	0	0	37	0	0	0	104
Exchange Rate Risk Exposure and the Value of European Firms	1	1	2	55	1	1	6	209
How many stocks are enough for diversifying Canadian institutional portfolios?	0	1	1	21	0	4	11	88
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	1	1	3	187
Non-Standard Errors	0	1	1	8	0	1	5	32
Non-Standard Errors	0	0	0	18	1	1	5	23
Non-Standard Errors	0	0	0	41	5	16	64	408
Non-Standard Errors	0	2	4	26	1	6	68	123
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	1	3	397
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	1	16	1	1	6	61
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	1	41
Total Working Papers	1	5	15	486	10	33	202	2,166

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	1	2	28
Biases in variance of decomposed portfolio returns	0	0	1	4	0	0	3	18
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	8	0	1	7	33
Equity portfolio diversification with high frequency data	0	0	2	3	0	0	4	49
Exchange rate risk exposure and the value of European firms	1	2	5	22	1	2	9	86
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	1	3	3	0	3	5	5
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	0	3	77
Modelling Financial Contagion Using High Frequency Data	0	1	1	9	0	1	1	22
Predictive blends: Fundamental Indexing meets Markowitz	0	0	1	7	0	0	2	50
Sensitivity to sentiment: News vs social media	0	1	7	32	2	4	26	163
Testing weak form efficiency on the Toronto Stock Exchange	0	1	3	110	0	2	10	494
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	0	0	13	0	0	2	82
Total Journal Articles	1	6	24	245	3	14	75	1,257

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Statistics updated 2024-09-04