Access Statistics for Timotheos Angelidis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust VaR Model under Different Time Periods and Weighting Schemes 0 0 0 3 2 7 14 58
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 0 2 10 785
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 3 9 19 87
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 6 14 26 42
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 2 10 23 3,061
Global Style Portfolios Based on Country Indices 0 0 0 22 5 7 15 156
Global portfolio management under state dependent multiple risk premia 0 0 0 34 2 3 12 161
Idiosyncratic Risk in Emerging Markets 0 0 0 253 5 12 26 704
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 2 3 6 288
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 2 9 14 618
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 3 10 297
Modeling Risk for Long and Short Trading Positions 0 0 0 4 3 5 9 49
Oil price shocks and volatility do predict stock market regimes 0 0 0 70 3 4 12 235
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 2 5 13 344
Revisiting Mutual Fund Performance Evaluation 0 0 1 99 1 2 10 261
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 4 8 19 1,014
The Use of GARCH Models in VaR Estimation 0 0 2 366 1 3 15 812
The Use of GARCH Models in VaR Estimation 0 0 2 36 1 4 39 167
US stock market regimes and oil price shocks 0 0 0 11 4 8 15 99
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 2 3 4 18
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 3 3 8 44
Total Working Papers 0 0 6 2,898 54 124 319 9,300

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A robust VaR model under different time periods and weighting schemes 0 1 1 181 2 4 19 673
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 2 2 7 44
Backtesting VaR models:a two-stage procedure 0 2 2 2 1 9 14 15
Climate uncertainty and marginal climate capital needs 0 0 1 4 4 7 26 48
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 4 5 12 94
Global Equity Country Allocation: An Application of Factor Investing 1 2 4 6 4 7 16 21
Idiosyncratic Risk in Emerging Markets 0 0 1 35 3 3 8 145
Idiosyncratic risk matters! A regime switching approach 0 0 1 67 5 7 16 260
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 2 4 11 297
Idiosyncratic volatility and equity returns: UK evidence 0 0 1 64 3 3 12 270
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 6 6 15 111
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 6 15 26 1,297
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 2 49 0 0 12 112
Modeling risk for long and short trading positions 0 0 0 0 2 2 8 11
Predicting commodity returns: Time series vs. cross sectional prediction models 1 2 6 6 5 27 64 64
Revisiting mutual fund performance evaluation 0 2 5 90 5 9 20 450
Stock market dispersion, the business cycle and expected factor returns 0 0 3 46 4 9 17 174
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 1 4 13 300
The disappearing profitability of volatility-managed equity factors 0 0 2 7 1 7 18 35
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 1 2 10 2 5 13 38
The efficiency of Greek public pension fund portfolios 0 0 0 52 2 2 7 179
US stock market regimes and oil price shocks 0 0 0 21 3 5 18 164
Value-at-Risk for Greek Stocks 0 0 0 16 5 7 22 102
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 1 2 9 371
World ESG performance and economic activity 1 2 2 4 9 17 38 58
Total Journal Articles 3 12 35 1,345 82 168 441 5,333
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Statistics updated 2026-05-06