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 2 43
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 0 243 1 1 2 775
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 1 1 2 16
Backtesting VaR Models: A Τwo-Stage Procedure 0 1 2 15 2 3 7 68
Backtesting VaR Models: An Expected Shortfall Approach 0 2 2 1,154 1 3 4 3,038
Global Style Portfolios Based on Country Indices 0 0 1 21 1 2 6 139
Global portfolio management under state dependent multiple risk premia 0 0 4 34 1 1 7 149
Idiosyncratic Risk in Emerging Markets 1 1 3 253 3 4 23 675
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 1 1 2 282
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 1 1 4 604
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 1 1 286
Modeling Risk for Long and Short Trading Positions 0 0 0 4 1 2 5 39
Oil price shocks and volatility do predict stock market regimes 0 0 0 69 1 3 7 222
Return dispersion, stock market liquidity and aggregate economic activity 0 1 1 72 1 3 7 331
Revisiting Mutual Fund Performance Evaluation 0 0 0 98 1 1 3 251
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 1 1 231 5 6 11 992
The Use of GARCH Models in VaR Estimation 1 1 11 33 3 10 31 127
The Use of GARCH Models in VaR Estimation 0 0 3 364 1 4 12 793
US stock market regimes and oil price shocks 0 0 0 11 1 1 2 84
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 2 2 2 14
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 1 1 2 36
Total Working Papers 2 7 28 2,889 31 52 142 8,964


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 1 1 3 654
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 1 2 37
Climate uncertainty and marginal climate capital needs 0 0 0 2 0 1 14 19
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 1 1 0 1 4 4
Idiosyncratic Risk in Emerging Markets 0 0 1 34 1 1 5 136
Idiosyncratic risk matters! A regime switching approach 0 0 0 66 1 1 2 244
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 2 2 3 286
Idiosyncratic volatility and equity returns: UK evidence 0 0 0 62 1 1 1 257
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 2 15 2 3 5 95
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 432 0 1 3 1,271
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 1 6 45 3 4 14 96
Modeling risk for long and short trading positions 0 0 0 0 1 1 1 3
Revisiting mutual fund performance evaluation 2 2 5 85 10 12 27 429
Stock market dispersion, the business cycle and expected factor returns 0 0 2 43 2 3 9 156
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 2 3 3 286
The disappearing profitability of volatility-managed equity factors 0 1 3 5 2 4 12 16
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 3 8 1 2 6 24
The efficiency of Greek public pension fund portfolios 0 0 0 52 1 1 5 172
US stock market regimes and oil price shocks 0 1 1 20 1 4 10 144
Value-at-Risk for Greek Stocks 0 0 0 14 1 1 2 78
Volatility forecasting: Intra-day versus inter-day models 0 0 1 99 1 1 2 362
World ESG performance and economic activity 0 1 2 2 1 6 19 19
Total Journal Articles 3 6 29 1,302 35 55 152 4,870
1 registered items for which data could not be found


Statistics updated 2025-02-05