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	3	8	42
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	1	1	2	105	2	5	17	394
Equity portfolio diversification with high frequency data	0	0	0	37	1	1	3	107
Exchange Rate Risk Exposure and the Value of European Firms	0	1	3	57	3	4	14	222
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	4	24	0	0	12	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	3	5	28	150
Non-Standard Errors	0	2	3	44	2	7	42	440
Non-Standard Errors	0	0	1	19	1	2	4	26
Non-Standard Errors	0	0	1	8	1	1	3	34
Nonstandard Errors	0	1	3	3	0	6	20	20
Nonstandard errors	0	0	5	11	2	3	33	47
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	2	7	67
What Australian investors need to know to diversity their portfolios	0	0	0	13	0	0	2	43
Total Working Papers	1	5	23	512	16	39	202	2,361

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	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	2	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	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	2	23	0	2	14	99
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	2	4	0	1	10	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	1	9	0	0	3	24
Nonstandard Errors	1	7	29	38	4	17	107	127
Predictive blends: Fundamental Indexing meets Markowitz	0	0	0	7	1	2	5	55
Sensitivity to sentiment: News vs social media	0	4	6	37	1	12	22	182
Testing weak form efficiency on the Toronto Stock Exchange	0	0	1	111	0	3	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	1	11	44	294	6	40	186	1,454

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Statistics updated 2025-07-04