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 14 99
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? 0 0 0 0 6 13 32 76
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets 0 0 4 111 57 78 163 562
Equity portfolio diversification with high frequency data 0 0 0 37 4 8 20 128
Exchange Rate Risk Exposure and the Value of European Firms 0 0 0 58 0 0 25 253
How many stocks are enough for diversifying Canadian institutional portfolios? 0 1 1 25 15 25 38 136
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 3 11 200
Non-Standard Errors 0 0 0 8 1 2 19 53
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 0 0 19 0 4 37 63
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard errors 0 1 1 13 0 3 28 84
Testing Weak Form Efficiency on the Toronto Stock Exchange 0 0 0 91 0 0 14 416
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets 0 1 3 19 20 30 57 126
What Australian investors need to know to diversity their portfolios 0 0 1 14 9 17 32 77
Total Working Papers 0 5 13 529 113 196 620 3,040
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 0 4 14 45
Biases in variance of decomposed portfolio returns 0 0 0 4 0 0 11 31
Concurrent momentum and contrarian strategies in the Australian stock market 0 0 0 9 0 2 26 80
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 0 0 21 123
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals 0 0 2 12 1 1 20 59
Equity portfolio diversification with high frequency data 0 0 0 3 33 42 74 126
Exchange rate risk exposure and the value of European firms 0 0 2 25 0 1 20 124
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 1 3 14 95
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data 0 0 3 3 1 1 35 43
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 0 1 8 38
Nonstandard Errors 0 1 7 46 5 16 58 196
Predictive blends: Fundamental Indexing meets Markowitz 0 0 2 9 0 0 9 65
Sensitivity to sentiment: News vs social media 0 0 1 38 1 4 28 214
Testing weak form efficiency on the Toronto Stock Exchange 0 0 1 112 0 1 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 1 22 317 42 77 365 1,865

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Statistics updated 2026-10-11