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 0 1 11 94
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 1 12 21 61
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 0 2 5 109 17 38 58 449
Equity portfolio diversification with high frequency data 0 0 0 37 1 6 10 116
Exchange Rate Risk Exposure and the Value of European Firms 0 0 2 58 5 8 34 252
How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 24 1 4 10 107
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 3 4 9 197
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 19 4 15 34 58
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 8 3 4 16 49
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard errors 0 0 1 12 3 10 35 79
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 2 3 14 415
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 0 1 2 18 6 14 22 89
What Australian investors need to know to diversity their portfolios 0 0 0 13 4 7 15 58
Total Working Papers 0 3 12 521 66 159 425 2,762
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 1 1 6 1 5 9 39
Biases in variance of decomposed portfolio returns 0 0 0 4 1 3 10 30
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 2 2 23 76
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 2 4 18 118
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals 0 1 2 12 3 11 18 55
Equity portfolio diversification with high frequency data 0 0 0 3 4 8 16 66
Exchange rate risk exposure and the value of European firms 0 0 1 24 2 5 23 121
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging 0 0 0 4 0 3 8 21
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 3 8 12 92
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data 0 0 3 3 4 7 37 38
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 2 3 12 36
Nonstandard Errors 0 2 8 44 4 15 58 176
Predictive blends: Fundamental Indexing meets Markowitz 0 1 2 9 2 3 9 63
Sensitivity to sentiment: News vs social media 0 0 3 38 1 4 28 202
Testing weak form efficiency on the Toronto Stock Exchange 0 1 1 112 0 1 10 509
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 0 7 90
Total Journal Articles 0 6 24 314 31 82 298 1,732

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Statistics updated 2026-05-06