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 3 7 11 54
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 2 7 10 785
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 4 11 14 82
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 8 14 20 36
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 6 11 19 3,057
Global Style Portfolios Based on Country Indices 0 0 1 22 1 6 10 150
Global portfolio management under state dependent multiple risk premia 0 0 0 34 0 4 9 158
Idiosyncratic Risk in Emerging Markets 0 0 0 253 3 7 19 695
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 1 3 4 286
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 5 8 10 614
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 8 9 295
Modeling Risk for Long and Short Trading Positions 0 0 0 4 2 6 6 46
Oil price shocks and volatility do predict stock market regimes 0 0 1 70 1 5 10 232
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 0 4 8 339
Revisiting Mutual Fund Performance Evaluation 0 1 1 99 1 7 9 260
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 2 4 15 1,008
The Use of GARCH Models in VaR Estimation 0 1 3 36 2 18 38 165
The Use of GARCH Models in VaR Estimation 0 1 2 366 1 8 16 810
US stock market regimes and oil price shocks 0 0 0 11 2 6 9 93
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 1 1 15
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 3 5 41
Total Working Papers 0 3 9 2,898 45 148 252 9,221

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 0 0 180 1 6 16 670
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 2 5 42
Backtesting VaR models:a two-stage procedure 1 1 1 1 6 10 12 12
Climate uncertainty and marginal climate capital needs 0 0 1 4 2 10 21 43
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 1 8 8 90
Global Equity Country Allocation: An Application of Factor Investing 1 2 4 5 2 6 12 16
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 6 10 254
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 0 4 7 293
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 64 0 4 10 267
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 0 5 10 105
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 2 11 13 1,284
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 4 49 0 8 16 112
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 1 2 5 5 10 31 47 47
Revisiting mutual fund performance evaluation 1 2 4 89 2 6 13 443
Stock market dispersion, the business cycle and expected factor returns 0 1 3 46 2 4 10 167
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 1 7 10 297
The disappearing profitability of volatility-managed equity factors 0 0 2 7 2 2 13 30
The economic gain of being small in the mutual fund industry: U.S. and international evidence 1 1 2 10 2 5 11 35
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 3 5 177
US stock market regimes and oil price shocks 0 0 1 21 1 6 15 160
Value-at-Risk for Greek Stocks 0 0 2 16 1 8 18 96
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 1 5 8 370
World ESG performance and economic activity 0 0 0 2 3 10 24 44
Total Journal Articles 5 9 35 1,338 40 171 325 5,205
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Statistics updated 2026-03-04