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 3 14 59
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 0 0 10 785
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 2 8 27 44
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 0 5 20 89
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 2 5 26 3,064
Global Style Portfolios Based on Country Indices 0 0 0 22 0 5 14 156
Global portfolio management under state dependent multiple risk premia 0 0 0 34 1 3 13 162
Idiosyncratic Risk in Emerging Markets 0 0 0 253 1 6 21 705
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 2 6 288
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 0 2 14 618
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 0 2 11 298
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 3 9 49
Oil price shocks and volatility do predict stock market regimes 0 0 0 70 0 3 12 235
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 0 3 12 345
Revisiting Mutual Fund Performance Evaluation 0 0 1 99 0 2 11 262
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 3 10 23 1,020
The Use of GARCH Models in VaR Estimation 0 0 1 36 2 5 39 171
The Use of GARCH Models in VaR Estimation 0 0 1 366 0 1 13 812
US stock market regimes and oil price shocks 0 0 0 11 2 7 18 102
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 2 4 18
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 3 8 44
Total Working Papers 0 0 4 2,898 14 80 325 9,326

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 1 181 1 6 22 677
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 0 4 8 46
Backtesting VaR models:a two-stage procedure 0 0 2 2 2 4 16 18
Climate uncertainty and marginal climate capital needs 0 0 1 4 0 5 21 49
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 1 5 13 95
Global Equity Country Allocation: An Application of Factor Investing 0 1 3 6 1 5 16 22
Idiosyncratic Risk in Emerging Markets 0 0 0 35 0 3 6 145
Idiosyncratic risk matters! A regime switching approach 0 0 1 67 0 6 17 261
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 1 1 61 0 3 12 298
Idiosyncratic volatility and equity returns: UK evidence 0 0 1 64 0 3 11 270
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 2 8 17 113
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 1 434 3 13 32 1,304
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 1 49 0 1 11 113
Modeling risk for long and short trading positions 0 0 0 0 0 4 10 13
Predicting commodity returns: Time series vs. cross sectional prediction models 0 3 8 8 6 19 78 78
Revisiting mutual fund performance evaluation 0 0 4 90 1 7 19 452
Stock market dispersion, the business cycle and expected factor returns 1 1 3 47 2 7 19 177
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 1 3 15 302
The disappearing profitability of volatility-managed equity factors 0 0 2 7 5 7 23 41
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 10 0 2 12 38
The efficiency of Greek public pension fund portfolios 0 0 0 52 2 4 9 181
US stock market regimes and oil price shocks 0 0 0 21 0 6 17 167
Value-at-Risk for Greek Stocks 0 0 0 16 1 7 24 104
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 0 1 8 371
World ESG performance and economic activity 2 3 4 6 3 12 36 61
Total Journal Articles 3 10 35 1,352 31 145 472 5,396
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Statistics updated 2026-07-10