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 3 7 49
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 0 1 244 2 4 6 780
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 0 0 2 7 22
Backtesting VaR Models: A Τwo-Stage Procedure 0 0 0 15 0 2 5 71
Backtesting VaR Models: An Expected Shortfall Approach 0 0 0 1,154 1 7 10 3,047
Global Style Portfolios Based on Country Indices 0 0 1 22 1 3 7 145
Global portfolio management under state dependent multiple risk premia 0 0 0 34 0 3 6 154
Idiosyncratic Risk in Emerging Markets 0 0 1 253 2 3 18 690
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 0 65 2 3 4 285
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 0 170 1 3 4 607
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 0 42 3 3 5 290
Modeling Risk for Long and Short Trading Positions 0 0 0 4 0 0 2 40
Oil price shocks and volatility do predict stock market regimes 0 0 1 70 2 3 8 229
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 1 2 6 336
Revisiting Mutual Fund Performance Evaluation 0 0 0 98 2 3 5 255
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 0 231 1 4 18 1,005
The Use of GARCH Models in VaR Estimation 0 0 3 35 8 19 31 155
The Use of GARCH Models in VaR Estimation 0 0 1 365 2 3 12 804
US stock market regimes and oil price shocks 0 0 0 11 1 4 5 88
Volatility forecasting: Intra-day versus inter-day models 0 0 0 2 0 0 2 14
Volatility forecasting: intra-day vs. inter-day models 0 0 0 5 0 2 3 38
Total Working Papers 0 0 8 2,895 31 76 171 9,104

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 2 7 13 666
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 0 4 1 2 5 41
Backtesting VaR models:a two-stage procedure 0 0 0 0 2 2 4 4
Climate uncertainty and marginal climate capital needs 0 1 2 4 0 3 14 33
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 19 1 1 1 83
Global Equity Country Allocation: An Application of Factor Investing 0 0 2 3 1 1 7 11
Idiosyncratic Risk in Emerging Markets 0 0 1 35 0 1 5 140
Idiosyncratic risk matters! A regime switching approach 0 1 1 67 3 7 8 251
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 0 60 1 3 6 290
Idiosyncratic volatility and equity returns: UK evidence 0 0 2 64 2 5 9 265
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 15 3 6 10 103
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 0 1 433 2 3 4 1,275
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 5 49 2 3 13 106
Modeling risk for long and short trading positions 0 0 0 0 0 2 5 7
Predicting commodity returns: Time series vs. cross sectional prediction models 1 1 4 4 16 25 32 32
Revisiting mutual fund performance evaluation 0 0 4 87 0 2 18 437
Stock market dispersion, the business cycle and expected factor returns 1 1 3 46 1 4 10 164
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 4 7 10 294
The disappearing profitability of volatility-managed equity factors 0 0 2 7 0 3 14 28
The economic gain of being small in the mutual fund industry: U.S. and international evidence 0 0 1 9 0 2 7 30
The efficiency of Greek public pension fund portfolios 0 0 0 52 1 3 4 175
US stock market regimes and oil price shocks 0 0 1 21 1 3 12 155
Value-at-Risk for Greek Stocks 0 0 2 16 4 9 15 92
Volatility forecasting: Intra-day versus inter-day models 0 1 1 100 0 2 4 365
World ESG performance and economic activity 0 0 0 2 2 5 18 36
Total Journal Articles 2 5 32 1,331 49 111 248 5,083
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Statistics updated 2026-01-09