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	1	2	4	83
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	1	1	9	38
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	1	3	104	2	7	18	387
Equity portfolio diversification with high frequency data	0	0	0	37	1	1	2	106
Exchange Rate Risk Exposure and the Value of European Firms	0	1	3	56	2	4	9	215
How many stocks are enough for diversifying Canadian institutional portfolios?	0	1	3	23	0	1	10	92
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	1	1	2	188
Non-Standard Errors	0	1	1	19	0	1	4	24
Non-Standard Errors	0	0	1	42	3	11	54	426
Non-Standard Errors	0	0	1	8	0	0	2	32
Non-Standard Errors	1	1	4	27	5	13	78	139
Nonstandard Errors	2	2	2	2	6	14	14	14
Nonstandard errors	0	1	11	11	4	10	39	39
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	1	4	400
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	0	0	3	62
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	3	8	30	506	26	67	254	2,288

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	3	29
Biases in variance of decomposed portfolio returns	0	0	0	4	1	1	3	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	0	1	4	35
Equity portfolio diversification with high frequency data	0	0	1	3	1	1	3	50
Exchange rate risk exposure and the value of European firms	0	0	3	23	1	6	15	97
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	1	3	4	1	4	8	9
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	2	2	3	79
Modelling Financial Contagion Using High Frequency Data	0	0	1	9	0	0	1	22
Nonstandard Errors	3	8	29	29	7	26	98	98
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	1	1	1	51
Sensitivity to sentiment: News vs social media	0	0	2	32	2	2	15	167
Testing weak form efficiency on the Toronto Stock Exchange	0	0	3	111	0	1	9	496
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	3	9	43	278	16	46	166	1,386

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Statistics updated 2025-02-05