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 1 2 44
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 0 243 0 0 2 775
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 1 15 0 0 4 68
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 0 2 16
Backtesting VaR Models: An Expected Shortfall Approach 0 0 2 1,154 0 0 4 3,038
Global Style Portfolios Based on Country Indices 1 1 2 22 1 2 8 141
Global portfolio management under state dependent multiple risk premia 0 0 3 34 0 0 6 149
Idiosyncratic Risk in Emerging Markets 0 0 3 253 1 3 19 678
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 3 604
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 1 2 287
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 1 6 40
Oil price shocks and volatility do predict stock market regimes 0 1 1 70 0 1 6 223
Return dispersion, stock market liquidity and aggregate economic activity 0 0 1 72 0 0 6 331
Revisiting Mutual Fund Performance Evaluation 0 0 0 98 0 0 1 251
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 1 231 2 3 14 995
The Use of GARCH Models in VaR Estimation 1 1 8 34 1 1 27 128
The Use of GARCH Models in VaR Estimation 0 0 2 364 2 4 14 797
US stock market regimes and oil price shocks 0 0 0 11 0 0 2 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 2 3 24 2,892 7 17 132 8,981

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 1 180 0 0 3 654
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 0 2 37
Backtesting VaR models:a two-stage procedure 0 0 0 0 1 1 1 1
Climate uncertainty and marginal climate capital needs 0 1 1 3 0 3 10 22
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 1 2 2 0 1 5 5
Idiosyncratic Risk in Emerging Markets 0 0 1 34 0 1 4 137
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 0 3 286
Idiosyncratic volatility and equity returns: UK evidence 0 1 1 63 0 1 2 258
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 1 15 0 1 5 96
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 432 0 0 3 1,271
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 6 47 2 4 14 100
Modeling risk for long and short trading positions 0 0 0 0 0 0 1 3
Revisiting mutual fund performance evaluation 0 0 2 85 0 1 17 430
Stock market dispersion, the business cycle and expected factor returns 0 0 2 43 0 1 8 157
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 1 4 287
The disappearing profitability of volatility-managed equity factors 0 0 2 5 0 1 8 17
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 2 8 1 1 6 25
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 0 3 172
US stock market regimes and oil price shocks 0 1 2 21 0 2 10 146
Value-at-Risk for Greek Stocks 0 2 2 16 0 2 4 80
Volatility forecasting: Intra-day versus inter-day models 0 0 0 99 0 0 1 362
World ESG performance and economic activity 0 0 2 2 0 1 20 20
Total Journal Articles 0 8 28 1,310 4 22 136 4,892
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12