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 0 2 42
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 0 243 0 0 2 774
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 1 14 0 0 5 64
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 0 1 14
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,152 0 0 7 3,035
Global Style Portfolios Based on Country Indices 0 1 1 21 1 2 4 136
Global portfolio management under state dependent multiple risk premia 0 2 6 34 1 3 8 148
Idiosyncratic Risk in Emerging Markets 0 1 3 252 2 7 19 669
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 0 1 281
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 0 1 3 603
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 0 0 285
Modeling Risk for Long and Short Trading Positions 0 0 0 4 2 2 4 36
Oil price shocks and volatility do predict stock market regimes 0 0 0 69 0 1 3 218
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 71 1 1 6 328
Revisiting Mutual Fund Performance Evaluation 0 0 1 98 0 0 3 250
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 230 1 5 5 986
The Use of GARCH Models in VaR Estimation 0 0 3 362 0 1 10 785
The Use of GARCH Models in VaR Estimation 0 1 9 28 0 3 27 109
US stock market regimes and oil price shocks 0 0 2 11 0 0 5 82
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 0 0 12
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 0 1 35
Total Working Papers 0 5 26 2,876 8 26 116 8,892

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 1 180 1 2 3 653
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 0 2 36
Climate uncertainty and marginal climate capital needs 0 0 2 2 0 1 18 18
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 0 0 2 2 2 2
Idiosyncratic Risk in Emerging Markets 0 0 1 34 0 0 3 134
Idiosyncratic risk matters! A regime switching approach 0 0 0 66 0 0 0 242
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 0 0 1 283
Idiosyncratic volatility and equity returns: UK evidence 0 0 0 62 0 0 3 256
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 1 14 0 0 2 91
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 1 432 0 1 2 1,270
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 11 43 0 5 17 91
Modeling risk for long and short trading positions 0 0 0 0 0 0 0 2
Revisiting mutual fund performance evaluation 0 0 7 83 1 4 30 417
Stock market dispersion, the business cycle and expected factor returns 1 1 1 42 1 2 6 151
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 0 0 283
The disappearing profitability of volatility-managed equity factors 0 0 3 3 0 0 9 9
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 1 3 7 0 1 4 20
The efficiency of Greek public pension fund portfolios 0 0 0 52 1 1 6 170
US stock market regimes and oil price shocks 0 0 1 19 0 1 8 138
Value-at-Risk for Greek Stocks 0 0 0 14 0 0 1 76
Volatility forecasting: Intra-day versus inter-day models 0 0 1 99 0 0 1 361
World ESG performance and economic activity 0 1 1 1 2 8 8 8
Total Journal Articles 1 7 34 1,290 8 28 126 4,793
1 registered items for which data could not be found
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Statistics updated 2024-09-04