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 1 14 60
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 0 244 1 3 12 788
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 1 25 45
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 0 0 20 89
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 2 3 27 3,067
Global Style Portfolios Based on Country Indices 0 0 0 22 0 2 16 158
Global portfolio management under state dependent multiple risk premia 0 1 1 35 0 1 12 163
Idiosyncratic Risk in Emerging Markets 0 0 0 253 1 2 20 707
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 1 2 8 290
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 1 2 16 620
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 1 2 13 300
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 1 10 50
Oil price shocks and volatility do predict stock market regimes 0 0 0 70 0 0 9 235
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 1 2 13 347
Revisiting Mutual Fund Performance Evaluation 0 0 1 99 0 0 10 262
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 0 2 21 1,022
The Use of GARCH Models in VaR Estimation 1 1 2 37 4 5 40 176
The Use of GARCH Models in VaR Estimation 0 0 1 366 1 4 15 816
US stock market regimes and oil price shocks 0 1 1 12 0 2 20 104
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 1 2 6 20
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 1 1 9 45
Total Working Papers 1 3 6 2,901 15 38 336 9,364

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 4 22 681
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 1 8 47
Backtesting VaR models:a two-stage procedure 0 0 2 2 0 1 17 19
Climate uncertainty and marginal climate capital needs 0 0 1 4 0 0 19 49
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 1 3 16 98
Global Equity Country Allocation: An Application of Factor Investing 0 1 4 7 0 1 13 23
Idiosyncratic Risk in Emerging Markets 0 0 0 35 2 5 11 150
Idiosyncratic risk matters! A regime switching approach 0 0 1 67 0 2 19 263
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 1 61 0 0 11 298
Idiosyncratic volatility and equity returns: UK evidence 0 0 0 64 0 3 13 273
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 1 3 19 116
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 1 2 3 436 1 3 35 1,307
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 1 1 50 1 2 12 115
Modeling risk for long and short trading positions 0 0 0 0 0 2 10 15
Predicting commodity returns: Time series vs. cross sectional prediction models 3 6 11 14 8 14 85 92
Revisiting mutual fund performance evaluation 0 0 3 90 0 1 18 453
Stock market dispersion, the business cycle and expected factor returns 0 1 3 48 7 16 33 193
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 0 15 302
The disappearing profitability of volatility-managed equity factors 0 2 2 9 11 24 40 65
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 10 0 2 12 40
The efficiency of Greek public pension fund portfolios 0 0 0 52 0 0 9 181
US stock market regimes and oil price shocks 0 0 0 21 1 1 16 168
Value-at-Risk for Greek Stocks 0 0 0 16 0 0 21 104
Volatility forecasting: Intra-day versus inter-day models 0 0 1 100 0 0 8 371
World ESG performance and economic activity 0 1 5 7 0 2 32 63
Total Journal Articles 5 14 40 1,366 35 90 514 5,486
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Statistics updated 2026-10-11