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 1 1 4 4 9
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 2 236 0 0 5 753
Backtesting VaR Models: A Τwo-Stage Procedure 1 2 3 10 2 3 7 15
Backtesting VaR Models: An Expected Shortfall Approach 0 3 4 1,143 0 9 18 2,974
Global Style Portfolios Based on Country Indices 1 2 2 15 2 11 16 65
Global portfolio management under state dependent multiple risk premia 0 3 4 16 3 7 19 68
Idiosyncratic Risk in Emerging Markets 2 2 6 246 5 9 29 600
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 1 65 0 0 1 262
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 169 0 0 2 583
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 2 2 3 35 3 6 12 179
Modeling Risk for Long and Short Trading Positions 0 0 0 1 0 1 2 7
Oil price shocks and volatility do predict stock market regimes 0 1 5 61 1 5 22 166
Return dispersion, stock market liquidity and aggregate economic activity 0 0 1 63 1 2 15 172
Revisiting Mutual Fund Performance Evaluation 0 1 4 87 0 3 9 212
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 1 3 226 3 12 36 929
The Use of GARCH Models in VaR Estimation 1 4 18 336 4 8 40 692
US stock market regimes and oil price shocks 0 1 2 4 0 7 16 24
Volatility forecasting: intra-day vs. inter-day models 0 1 1 3 0 2 7 13
Total Working Papers 7 23 60 2,717 25 89 260 7,723

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 1 1 174 1 3 7 622
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 1 2 1 3 6 9
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 18 0 0 1 72
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market 1 1 1 2 3 3 3 21
Idiosyncratic Risk in Emerging Markets 0 0 2 27 2 2 8 111
Idiosyncratic risk matters! A regime switching approach 0 1 2 60 0 1 2 221
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 1 59 2 4 10 258
Idiosyncratic volatility and equity returns: UK evidence 0 1 3 47 0 1 5 208
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 11 1 1 7 62
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 1 1 6 419 6 6 16 1,212
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 3 3 5 2 5 6 11
Revisiting mutual fund performance evaluation 0 2 5 55 3 7 21 238
Stock market dispersion, the business cycle and expected factor returns 1 1 6 25 1 3 18 94
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 2 2 6 265
The efficiency of Greek public pension fund portfolios 0 0 2 43 0 0 6 124
US stock market regimes and oil price shocks 0 0 1 9 0 3 10 69
Value-at-Risk for Greek Stocks 0 0 1 12 2 4 8 45
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 0 0 2 332
Total Journal Articles 4 11 35 1,115 26 48 142 3,974

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Statistics updated 2019-06-03