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 2 15 60
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 0 0 10 785
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 2 25 44
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 0 2 20 89
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 1 4 27 3,065
Global Style Portfolios Based on Country Indices 0 0 0 22 0 0 14 156
Global portfolio management under state dependent multiple risk premia 0 0 0 34 0 1 12 162
Idiosyncratic Risk in Emerging Markets 0 0 0 253 1 2 21 706
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 0 6 288
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 1 1 15 619
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 1 11 298
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 0 9 49
Oil price shocks and volatility do predict stock market regimes 0 0 0 70 0 0 11 235
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 0 1 11 345
Revisiting Mutual Fund Performance Evaluation 0 0 1 99 0 1 11 262
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 0 6 23 1,020
The Use of GARCH Models in VaR Estimation 0 0 1 36 1 5 40 172
The Use of GARCH Models in VaR Estimation 0 0 1 366 1 1 14 813
US stock market regimes and oil price shocks 0 0 0 11 0 3 18 102
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 0 4 18
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 0 8 44
Total Working Papers 0 0 4 2,898 6 32 325 9,332

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 1 181 1 5 23 678
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 2 8 46
Backtesting VaR models:a two-stage procedure 0 0 2 2 1 4 17 19
Climate uncertainty and marginal climate capital needs 0 0 1 4 0 1 21 49
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 1 2 14 96
Global Equity Country Allocation: An Application of Factor Investing 0 0 3 6 0 1 15 22
Idiosyncratic Risk in Emerging Markets 0 0 0 35 1 1 7 146
Idiosyncratic risk matters! A regime switching approach 0 0 1 67 1 2 18 262
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 1 1 61 0 1 12 298
Idiosyncratic volatility and equity returns: UK evidence 0 0 0 64 2 2 12 272
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 1 3 18 114
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 1 434 0 7 32 1,304
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 0 49 0 1 10 113
Modeling risk for long and short trading positions 0 0 0 0 1 3 11 14
Predicting commodity returns: Time series vs. cross sectional prediction models 1 3 9 9 2 16 80 80
Revisiting mutual fund performance evaluation 0 0 4 90 0 2 19 452
Stock market dispersion, the business cycle and expected factor returns 0 1 3 47 2 5 21 179
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 2 15 302
The disappearing profitability of volatility-managed equity factors 0 0 2 7 5 11 26 46
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 10 1 1 11 39
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 2 9 181
US stock market regimes and oil price shocks 0 0 0 21 0 3 17 167
Value-at-Risk for Greek Stocks 0 0 0 16 0 2 23 104
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 0 0 8 371
World ESG performance and economic activity 0 2 4 6 0 3 34 61
Total Journal Articles 1 8 34 1,353 19 82 481 5,415
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Statistics updated 2026-08-07