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	1	2	4	85
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	1	2	9	43
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	1	2	3	106	1	3	17	395
Equity portfolio diversification with high frequency data	0	0	0	37	1	2	4	108
Exchange Rate Risk Exposure and the Value of European Firms	1	1	3	58	2	6	16	225
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	3	24	1	1	10	98
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	0	0	1	188
Non-Standard Errors	0	0	0	8	0	1	2	34
Non-Standard Errors	0	0	1	19	0	1	3	26
Non-Standard Errors	0	0	1	27	1	5	29	152
Non-Standard Errors	0	0	3	44	4	6	36	444
Nonstandard Errors	0	0	3	3	0	0	20	20
Nonstandard errors	0	0	3	11	1	7	31	52
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	0	4	401
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	1	2	8	69
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	2	3	20	514	14	38	196	2,383

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	1	3	31
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	0	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	0	2	10	1	1	5	38
Equity portfolio diversification with high frequency data	0	0	0	3	2	2	3	52
Exchange rate risk exposure and the value of European firms	0	0	1	23	2	4	17	103
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	1	4	2	2	10	15
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	0	4	81
Modelling Financial Contagion Using High Frequency Data	0	0	0	9	1	3	5	27
Nonstandard Errors	0	1	22	38	2	11	94	134
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	0	1	5	55
Sensitivity to sentiment: News vs social media	0	0	5	37	2	3	21	184
Testing weak form efficiency on the Toronto Stock Exchange	0	0	1	111	1	1	7	501
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	0	1	33	294	14	29	180	1,477

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Statistics updated 2025-09-05