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	0	2	83
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	1	2	7	41
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	0	1	104	1	3	15	392
Equity portfolio diversification with high frequency data	0	0	0	37	0	0	2	106
Exchange Rate Risk Exposure and the Value of European Firms	1	1	3	57	1	2	11	219
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	4	24	0	3	13	97
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	0	0	2	188
Non-Standard Errors	0	0	1	8	0	1	2	33
Non-Standard Errors	0	0	1	19	1	1	3	25
Non-Standard Errors	0	0	3	27	2	4	30	147
Non-Standard Errors	0	2	3	44	0	6	46	438
Nonstandard Errors	1	1	3	3	1	6	20	20
Nonstandard errors	0	0	8	11	1	2	40	45
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	0	5	401
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	0	3	7	67
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	2	4	27	511	8	33	207	2,345

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	1	1	5	0	1	3	30
Biases in variance of decomposed portfolio returns	0	0	0	4	0	0	2	20
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	0	3	3	53
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	1	2	10	0	1	5	37
Equity portfolio diversification with high frequency data	0	0	0	3	0	0	1	50
Exchange rate risk exposure and the value of European firms	0	0	3	23	1	2	15	99
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	2	4	0	2	11	13
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	1	1	4	81
Modelling Financial Contagion Using High Frequency Data	0	0	1	9	0	0	3	24
Nonstandard Errors	1	6	33	37	5	17	118	123
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	0	1	4	54
Sensitivity to sentiment: News vs social media	2	5	6	37	7	13	22	181
Testing weak form efficiency on the Toronto Stock Exchange	0	0	2	111	1	3	8	500
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	0	0	13	0	0	1	83
Total Journal Articles	3	13	50	293	15	44	200	1,448

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Statistics updated 2025-06-06