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 0 0 1 1 1
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 1 1 4 234 3 6 9 745
Backtesting VaR Models: A Τwo-Stage Procedure 0 1 1 1 1 2 2 2
Backtesting VaR Models: An Expected Shortfall Approach 1 2 12 1,135 2 6 35 2,945
Global Style Portfolios Based on Country Indices 0 0 2 12 0 0 8 48
Global portfolio management under state dependent multiple risk premia 0 0 5 9 0 0 11 40
Idiosyncratic Risk in Emerging Markets 0 0 3 240 0 7 23 568
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 64 0 1 2 260
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 168 0 0 6 580
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 1 4 31 0 3 12 165
Modeling Risk for Long and Short Trading Positions 0 0 0 0 0 1 2 2
Oil price shocks and volatility do predict stock market regimes 2 2 7 55 4 7 21 136
Return dispersion, stock market liquidity and aggregate economic activity 0 0 7 59 1 3 21 148
Revisiting Mutual Fund Performance Evaluation 1 2 6 83 6 9 25 202
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 221 0 1 13 883
The Use of GARCH Models in VaR Estimation 1 2 15 307 6 8 54 630
US stock market regimes and oil price shocks 1 2 2 2 1 4 4 4
Volatility forecasting: intra-day vs. inter-day models 0 1 1 1 1 2 3 3
Total Working Papers 7 14 70 2,622 25 61 252 7,362


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 2 172 1 5 17 610
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 1 1 1 1 2 2
Does idiosyncratic risk matter? Evidence from European stock markets 1 1 3 17 2 2 5 68
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market 0 0 0 1 0 0 0 18
Idiosyncratic Risk in Emerging Markets 0 0 1 25 0 0 6 103
Idiosyncratic risk matters! A regime switching approach 0 0 1 57 0 0 4 218
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 3 58 0 1 8 245
Idiosyncratic volatility and equity returns: UK evidence 0 0 1 43 0 0 4 202
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 1 1 1 9 1 2 4 52
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 3 6 14 407 6 11 24 1,183
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 2 2 2 2 4 4
Revisiting mutual fund performance evaluation 2 3 5 48 5 6 17 211
Stock market dispersion, the business cycle and expected factor returns 0 0 4 17 3 6 21 68
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange 0 1 1 51 0 1 4 254
The efficiency of Greek public pension fund portfolios 0 1 1 41 1 3 4 115
US stock market regimes and oil price shocks 0 0 4 8 0 4 17 54
Value-at-Risk for Greek Stocks 1 2 4 8 1 2 10 34
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 1 2 5 330
Total Journal Articles 8 15 48 1,058 24 48 156 3,771


Statistics updated 2017-12-03