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	0	18	0	1	4	85
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	0	2	7	44
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	2	4	107	1	6	20	400
Equity portfolio diversification with high frequency data	0	0	0	37	0	1	3	108
Exchange Rate Risk Exposure and the Value of European Firms	0	1	3	58	1	6	18	229
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	2	24	0	1	7	98
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	0	1	2	189
Non-Standard Errors	0	0	1	19	0	0	3	26
Non-Standard Errors	0	0	0	8	2	2	4	36
Non-Standard Errors	0	0	2	44	0	6	31	446
Non-Standard Errors	0	0	1	27	1	4	29	155
Nonstandard Errors	0	0	3	3	4	7	27	27
Nonstandard Errors	0	0	0	0	5	6	8	8
Nonstandard Errors	0	0	0	0	3	9	14	14
Nonstandard errors	0	1	2	12	1	6	28	57
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	2	3	5	404
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	0	1	7	69
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	2	2	45
Total Working Papers	0	4	18	516	20	64	219	2,440

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	1	5	1	2	4	32
Biases in variance of decomposed portfolio returns	0	0	0	4	1	1	2	21
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	4	5	8	58
Continuous and Jump Betas: Implications for Portfolio Diversification	0	0	0	16	2	4	4	104
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals	1	1	2	11	3	5	8	42
Equity portfolio diversification with high frequency data	0	0	0	3	1	3	4	53
Exchange rate risk exposure and the value of European firms	0	0	0	23	1	4	14	105
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	1	4	0	2	10	15
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	1	1	5	82
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data	2	2	2	2	3	8	11	11
Modelling Financial Contagion Using High Frequency Data	0	0	0	9	0	4	8	30
Nonstandard Errors	2	3	20	41	10	16	76	148
Predictive blends: Fundamental Indexing meets Markowitz	1	1	1	8	1	2	7	57
Sensitivity to sentiment: News vs social media	1	1	6	38	4	8	25	190
Testing weak form efficiency on the Toronto Stock Exchange	0	0	0	111	1	2	7	502
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	1	1	1	14	3	3	3	86
Total Journal Articles	8	9	34	303	36	70	196	1,536

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-11-08