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	1	3	84
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	0	2	8	42
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	1	2	105	0	3	16	394
Equity portfolio diversification with high frequency data	0	0	0	37	0	1	3	107
Exchange Rate Risk Exposure and the Value of European Firms	0	1	3	57	1	5	15	223
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	3	24	0	0	9	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	27	1	6	29	151
Non-Standard Errors	0	0	1	19	0	2	4	26
Non-Standard Errors	0	0	3	44	0	2	37	440
Non-Standard Errors	0	0	0	8	0	1	2	34
Nonstandard Errors	0	1	3	3	0	1	20	20
Nonstandard errors	0	0	5	11	4	7	33	51
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	1	8	68
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	0	3	21	512	8	32	195	2,369

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	0	0	2	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	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	0	0	4	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	2	23	2	3	16	101
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	1	4	0	0	8	13
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	1	4	81
Modelling Financial Contagion Using High Frequency Data	0	0	0	9	2	2	4	26
Nonstandard Errors	0	2	26	38	5	14	102	132
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	0	1	5	55
Sensitivity to sentiment: News vs social media	0	2	5	37	0	8	21	182
Testing weak form efficiency on the Toronto Stock Exchange	0	0	1	111	0	1	6	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	0	4	38	294	9	30	179	1,463

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Statistics updated 2025-08-05