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 4 14 99
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 4 8 27 70
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 0 1 5 111 11 30 110 505
Equity portfolio diversification with high frequency data 0 0 0 37 3 6 16 124
Exchange Rate Risk Exposure and the Value of European Firms 0 0 0 58 0 1 28 253
How many stocks are enough for diversifying Canadian institutional portfolios? 1 1 1 25 6 14 23 121
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 3 3 12 200
Non-Standard Errors 0 0 0 19 2 4 37 63
Non-Standard Errors 0 0 0 8 0 2 18 52
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard errors 1 1 2 13 2 5 32 84
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 0 1 15 416
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 1 1 3 19 5 13 37 106
What Australian investors need to know to diversity their portfolios 0 1 1 14 4 10 25 68
Total Working Papers 5 7 15 529 45 119 536 2,927
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 1 6 14 45
Biases in variance of decomposed portfolio returns 0 0 0 4 0 1 11 31
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 0 3 27 80
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 0 3 23 123
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals 0 0 2 12 0 3 20 58
Equity portfolio diversification with high frequency data 0 0 0 3 6 19 41 93
Exchange rate risk exposure and the value of European firms 0 0 2 25 0 1 21 124
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging 0 0 0 4 0 1 8 23
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 2 2 13 94
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data 0 0 3 3 0 1 36 42
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 1 2 11 38
Nonstandard Errors 0 2 8 46 6 15 57 191
Predictive blends: Fundamental Indexing meets Markowitz 0 0 2 9 0 1 10 65
Sensitivity to sentiment: News vs social media 0 0 1 38 2 11 29 213
Testing weak form efficiency on the Toronto Stock Exchange 0 0 1 112 0 2 11 512
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 0 8 91
Total Journal Articles 0 2 23 317 18 71 340 1,823

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Statistics updated 2026-09-10