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 12 56
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 0 5 10 785
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 2 13 16 84
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 14 20 36
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 2 12 21 3,059
Global Style Portfolios Based on Country Indices 0 0 1 22 1 6 11 151
Global portfolio management under state dependent multiple risk premia 0 0 0 34 1 5 10 159
Idiosyncratic Risk in Emerging Markets 0 0 0 253 4 9 22 699
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 1 4 286
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 2 9 12 616
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 6 9 296
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 6 6 46
Oil price shocks and volatility do predict stock market regimes 0 0 0 70 0 3 9 232
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 3 6 11 342
Revisiting Mutual Fund Performance Evaluation 0 1 1 99 0 5 9 260
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 2 5 17 1,010
The Use of GARCH Models in VaR Estimation 0 1 2 366 1 7 16 811
The Use of GARCH Models in VaR Estimation 0 1 3 36 1 11 39 166
US stock market regimes and oil price shocks 0 0 0 11 2 7 11 95
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 1 2 2 16
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 3 5 41
Total Working Papers 0 3 8 2,898 25 142 272 9,246

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 1 1 1 181 1 5 17 671
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 1 5 42
Backtesting VaR models:a two-stage procedure 1 2 2 2 2 10 14 14
Climate uncertainty and marginal climate capital needs 0 0 1 4 1 11 22 44
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 0 7 8 90
Global Equity Country Allocation: An Application of Factor Investing 0 2 3 5 1 6 12 17
Idiosyncratic Risk in Emerging Markets 0 0 1 35 0 2 5 142
Idiosyncratic risk matters! A regime switching approach 0 0 1 67 1 4 11 255
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 2 5 9 295
Idiosyncratic volatility and equity returns: UK evidence 0 0 1 64 0 2 9 267
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 0 2 9 105
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 7 16 20 1,291
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 2 49 0 6 14 112
Modeling risk for long and short trading positions 0 0 0 0 0 2 6 9
Predicting commodity returns: Time series vs. cross sectional prediction models 0 1 5 5 12 27 59 59
Revisiting mutual fund performance evaluation 1 3 5 90 2 8 15 445
Stock market dispersion, the business cycle and expected factor returns 0 0 3 46 3 6 13 170
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 2 5 12 299
The disappearing profitability of volatility-managed equity factors 0 0 2 7 4 6 17 34
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 1 2 10 1 6 12 36
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 2 5 177
US stock market regimes and oil price shocks 0 0 0 21 1 6 15 161
Value-at-Risk for Greek Stocks 0 0 0 16 1 5 17 97
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 0 5 8 370
World ESG performance and economic activity 1 1 1 3 5 13 29 49
Total Journal Articles 4 11 32 1,342 46 168 363 5,251
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Statistics updated 2026-04-09