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 3 45
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 0 243 0 0 1 775
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 3 3,038
Global Style Portfolios Based on Country Indices 0 1 2 22 0 1 7 141
Global portfolio management under state dependent multiple risk premia 0 0 2 34 0 0 4 149
Idiosyncratic Risk in Emerging Markets 0 0 2 253 1 3 17 679
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 2 604
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 0 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 4 331
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 1 3 15 996
The Use of GARCH Models in VaR Estimation 1 2 8 35 3 4 25 131
The Use of GARCH Models in VaR Estimation 1 1 3 365 1 4 14 798
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 5 23 2,894 7 19 122 8,988

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 1 37
Backtesting VaR models:a two-stage procedure 0 0 0 0 1 2 2 2
Climate uncertainty and marginal climate capital needs 0 0 1 3 4 4 9 26
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 1 2 3 3 1 2 6 6
Idiosyncratic Risk in Emerging Markets 0 0 0 34 1 1 4 138
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 1 2 3 259
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 2 1,271
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 3 7 48 2 6 16 102
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 1 1 18 431
Stock market dispersion, the business cycle and expected factor returns 1 1 3 44 1 1 9 158
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 0 4 287
The disappearing profitability of volatility-managed equity factors 0 0 2 5 0 0 8 17
The economic gain of being small in the mutual fund industry: U.S. and international evidence 1 1 3 9 1 2 7 26
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 3 4 12 149
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 1 1 2 363
World ESG performance and economic activity 0 0 2 2 4 4 24 24
Total Journal Articles 4 11 31 1,314 21 33 148 4,913
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Statistics updated 2025-06-06