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 2 4 8 51
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 3 5 8 783
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 7 9 10 78
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 6 7 12 28
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 4 7 13 3,051
Global Style Portfolios Based on Country Indices 0 0 1 22 4 7 10 149
Global portfolio management under state dependent multiple risk premia 0 0 0 34 4 6 9 158
Idiosyncratic Risk in Emerging Markets 0 0 0 253 2 5 17 692
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 0 2 3 285
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 2 5 5 609
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 4 7 8 294
Modeling Risk for Long and Short Trading Positions 0 0 0 4 4 4 5 44
Oil price shocks and volatility do predict stock market regimes 0 0 1 70 2 4 9 231
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 3 5 8 339
Revisiting Mutual Fund Performance Evaluation 1 1 1 99 4 7 8 259
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 1 5 14 1,006
The Use of GARCH Models in VaR Estimation 1 1 2 366 5 7 16 809
The Use of GARCH Models in VaR Estimation 1 1 3 36 8 20 36 163
US stock market regimes and oil price shocks 0 0 0 11 3 6 7 91
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 1 1 1 15
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 3 4 5 41
Total Working Papers 3 3 9 2,898 72 127 212 9,176

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 0 180 3 8 15 669
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 3 5 42
Backtesting VaR models:a two-stage procedure 0 0 0 0 2 4 6 6
Climate uncertainty and marginal climate capital needs 0 0 2 4 8 9 22 41
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 6 7 7 89
Global Equity Country Allocation: An Application of Factor Investing 1 1 3 4 3 4 10 14
Idiosyncratic Risk in Emerging Markets 0 0 1 35 2 3 6 142
Idiosyncratic risk matters! A regime switching approach 0 1 1 67 2 8 9 253
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 3 6 7 293
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 64 2 5 10 267
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 2 7 10 105
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 7 9 11 1,282
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 4 49 6 9 16 112
Modeling risk for long and short trading positions 0 0 0 0 2 4 6 9
Predicting commodity returns: Time series vs. cross sectional prediction models 0 1 4 4 5 29 37 37
Revisiting mutual fund performance evaluation 1 1 3 88 4 5 12 441
Stock market dispersion, the business cycle and expected factor returns 0 1 3 46 1 5 9 165
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 2 6 10 296
The disappearing profitability of volatility-managed equity factors 0 0 2 7 0 2 12 28
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 9 3 5 9 33
The efficiency of Greek public pension fund portfolios 0 0 0 52 2 4 5 177
US stock market regimes and oil price shocks 0 0 1 21 4 7 15 159
Value-at-Risk for Greek Stocks 0 0 2 16 3 10 17 95
Volatility forecasting: Intra-day versus inter-day models 0 1 1 100 4 6 7 369
World ESG performance and economic activity 0 0 0 2 5 9 22 41
Total Journal Articles 2 6 31 1,333 82 174 295 5,165
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Statistics updated 2026-02-12