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	8	10	93
Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	0	0	2	5	11	49
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets	0	0	3	107	5	11	24	411
Equity portfolio diversification with high frequency data	0	0	0	37	2	2	4	110
Exchange Rate Risk Exposure and the Value of European Firms	0	0	2	58	5	15	29	244
How many stocks are enough for diversifying Canadian institutional portfolios?	0	0	1	24	2	5	11	103
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks	0	0	0	39	2	4	5	193
Non-Standard Errors	0	0	0	19	14	17	19	43
Non-Standard Errors	0	0	2	44	8	20	40	466
Non-Standard Errors	0	0	0	27	2	8	24	163
Non-Standard Errors	0	0	0	8	7	9	13	45
Nonstandard Errors	0	0	0	0	1	7	15	15
Nonstandard Errors	0	1	2	4	5	11	24	38
Nonstandard Errors	0	0	0	0	1	9	23	23
Nonstandard errors	0	0	1	12	6	12	30	69
Testing Weak Form Efficiency on the Toronto Stock Exchange	0	0	0	91	4	8	12	412
The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets	0	1	1	17	3	6	13	75
What Australian investors need to know to diversity their portfolios	0	0	0	13	5	6	8	51
Total Working Papers	0	2	12	518	76	163	315	2,603

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	2	5	34
Biases in variance of decomposed portfolio returns	0	0	0	4	3	6	7	27
Concurrent momentum and contrarian strategies in the Australian stock market	0	0	0	9	7	16	24	74
Continuous and Jump Betas: Implications for Portfolio Diversification	0	2	2	18	5	10	14	114
Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals	0	0	2	11	2	2	9	44
Equity portfolio diversification with high frequency data	0	0	0	3	2	5	8	58
Exchange rate risk exposure and the value of European firms	0	1	1	24	4	11	19	116
Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging	0	0	0	4	3	3	9	18
Localized level crossing random walk test robust to the presence of structural breaks	0	0	0	5	0	2	5	84
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data	0	1	3	3	8	20	31	31
Modelling Financial Contagion Using High Frequency Data	0	0	0	9	2	3	11	33
Nonstandard Errors	0	1	13	42	5	13	63	161
Predictive blends: Fundamental Indexing meets Markowitz	0	0	1	8	1	3	9	60
Sensitivity to sentiment: News vs social media	0	0	6	38	6	8	31	198
Testing weak form efficiency on the Toronto Stock Exchange	0	0	0	111	2	6	12	508
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress	0	0	1	14	2	4	7	90
Total Journal Articles	0	5	30	308	53	114	264	1,650

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12