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 0 2 5 47
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 1 1 244 0 3 4 778
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 1 2 7 22
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 1 15 2 2 6 71
Backtesting VaR Models: An Expected Shortfall Approach 0 0 1 1,154 2 6 10 3,046
Global Style Portfolios Based on Country Indices 0 0 1 22 2 2 6 144
Global portfolio management under state dependent multiple risk premia 0 0 0 34 2 4 6 154
Idiosyncratic Risk in Emerging Markets 0 0 1 253 1 3 16 688
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 1 2 283
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 2 2 3 606
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 3 40
Oil price shocks and volatility do predict stock market regimes 0 0 1 70 0 1 7 227
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 1 1 6 335
Revisiting Mutual Fund Performance Evaluation 0 0 0 98 1 1 3 253
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 3 6 17 1,004
The Use of GARCH Models in VaR Estimation 0 0 3 35 4 14 26 147
The Use of GARCH Models in VaR Estimation 0 0 1 365 0 3 11 802
US stock market regimes and oil price shocks 0 0 0 11 2 3 4 87
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 1 2 3 38
Total Working Papers 0 1 10 2,895 24 58 149 9,073

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 3 9 11 664
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 2 4 40
Backtesting VaR models:a two-stage procedure 0 0 0 0 0 0 2 2
Climate uncertainty and marginal climate capital needs 0 1 2 4 1 4 14 33
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 2 3 0 0 7 10
Idiosyncratic Risk in Emerging Markets 0 0 1 35 1 1 5 140
Idiosyncratic risk matters! A regime switching approach 1 1 1 67 3 4 5 248
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 2 2 5 289
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 64 1 3 7 263
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 2 3 7 100
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 0 1 3 1,273
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 5 49 1 1 12 104
Modeling risk for long and short trading positions 0 0 0 0 2 3 5 7
Predicting commodity returns: Time series vs. cross sectional prediction models 0 1 3 3 8 12 16 16
Revisiting mutual fund performance evaluation 0 0 4 87 1 2 20 437
Stock market dispersion, the business cycle and expected factor returns 0 0 2 45 3 3 9 163
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 3 7 290
The disappearing profitability of volatility-managed equity factors 0 2 3 7 2 5 15 28
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 9 2 2 8 30
The efficiency of Greek public pension fund portfolios 0 0 0 52 1 2 3 174
US stock market regimes and oil price shocks 0 0 2 21 2 3 14 154
Value-at-Risk for Greek Stocks 0 0 2 16 3 6 11 88
Volatility forecasting: Intra-day versus inter-day models 1 1 1 100 2 2 4 365
World ESG performance and economic activity 0 0 0 2 2 4 18 34
Total Journal Articles 2 6 32 1,329 43 77 212 5,034
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Statistics updated 2025-12-06