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	2	2	5	87
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	0	1	7	44
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	1	3	107	3	8	21	403
Equity portfolio diversification with high frequency data	0	0	0	37	0	0	3	108
Exchange Rate Risk Exposure and the Value of European Firms	0	0	3	58	4	8	22	233
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	1	24	0	0	6	98
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	1	2	3	190
Non-Standard Errors	0	0	0	19	2	2	4	28
Non-Standard Errors	0	0	0	8	0	2	4	36
Non-Standard Errors	0	0	2	44	6	8	32	452
Non-Standard Errors	0	0	1	27	2	5	30	157
Nonstandard Errors	0	0	0	0	0	6	8	8
Nonstandard Errors	0	0	3	3	2	9	26	29
Nonstandard Errors	0	0	0	0	4	12	18	18
Nonstandard errors	0	1	2	12	3	8	28	60
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	0	3	5	404
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	0	0	16	0	0	7	69
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	2	2	45
Total Working Papers	0	2	15	516	29	78	231	2,469

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	1	3	32
Biases in variance of decomposed portfolio returns	0	0	0	4	1	2	3	22
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	4	9	12	62
Continuous and Jump Betas: Implications for Portfolio Diversification	1	1	1	17	1	5	5	105
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals	0	1	2	11	0	4	7	42
Equity portfolio diversification with high frequency data	0	0	0	3	1	2	5	54
Exchange rate risk exposure and the value of European firms	1	1	1	24	4	6	15	109
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	0	4	0	0	7	15
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	1	5	82
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data	0	2	2	2	1	6	12	12
Modelling Financial Contagion Using High Frequency Data	0	0	0	9	1	4	9	31
Nonstandard Errors	0	3	17	41	3	17	69	151
Predictive blends: Fundamental Indexing meets Markowitz	0	1	1	8	1	3	8	58
Sensitivity to sentiment: News vs social media	0	1	6	38	2	8	27	192
Testing weak form efficiency on the Toronto Stock Exchange	0	0	0	111	3	4	9	505
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	1	1	14	1	4	4	87
Total Journal Articles	2	11	32	305	23	76	200	1,559

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-12-06