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 1 1 4 46
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 1 1 1 244 1 1 2 776
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 1 15 0 0 4 69
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 3 5 20
Backtesting VaR Models: An Expected Shortfall Approach 0 0 2 1,154 0 2 5 3,040
Global Style Portfolios Based on Country Indices 0 0 1 22 0 0 5 142
Global portfolio management under state dependent multiple risk premia 0 0 0 34 1 2 3 151
Idiosyncratic Risk in Emerging Markets 0 0 1 253 2 3 17 687
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 0 1 282
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 0 0 1 604
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 0 2 287
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 0 4 40
Oil price shocks and volatility do predict stock market regimes 0 0 1 70 0 3 8 226
Return dispersion, stock market liquidity and aggregate economic activity 0 0 1 72 0 1 6 334
Revisiting Mutual Fund Performance Evaluation 0 0 0 98 0 1 2 252
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 231 3 4 15 1,001
The Use of GARCH Models in VaR Estimation 0 0 1 365 2 2 12 801
The Use of GARCH Models in VaR Estimation 0 0 5 35 3 4 21 136
US stock market regimes and oil price shocks 0 0 0 11 0 0 1 84
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 0 2 14
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 0 1 36
Total Working Papers 1 1 15 2,895 13 27 121 9,028

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 4 4 6 659
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 1 3 39
Backtesting VaR models:a two-stage procedure 0 0 0 0 0 0 2 2
Climate uncertainty and marginal climate capital needs 0 0 1 3 1 2 12 30
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 0 0 0 82
Global Equity Country Allocation: An Application of Factor Investing 0 0 3 3 0 4 8 10
Idiosyncratic Risk in Emerging Markets 0 0 1 35 0 0 4 139
Idiosyncratic risk matters! A regime switching approach 0 0 0 66 0 0 2 244
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 0 1 4 287
Idiosyncratic volatility and equity returns: UK evidence 0 1 2 64 0 1 4 260
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 0 1 5 97
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 0 0 2 1,272
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 1 6 49 0 1 12 103
Modeling risk for long and short trading positions 0 0 0 0 1 2 3 5
Predicting commodity returns: Time series vs. cross sectional prediction models 1 3 3 3 3 7 7 7
Revisiting mutual fund performance evaluation 0 1 4 87 0 2 18 435
Stock market dispersion, the business cycle and expected factor returns 0 1 3 45 0 2 9 160
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 0 4 287
The disappearing profitability of volatility-managed equity factors 2 2 4 7 2 7 15 25
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 9 0 2 6 28
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 0 1 172
US stock market regimes and oil price shocks 0 0 2 21 1 2 12 152
Value-at-Risk for Greek Stocks 0 0 2 16 1 3 7 83
Volatility forecasting: Intra-day versus inter-day models 0 0 0 99 0 0 2 363
World ESG performance and economic activity 0 0 1 2 1 6 22 31
Total Journal Articles 3 9 34 1,326 15 48 170 4,972
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Statistics updated 2025-10-06