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 1 1 3 7 12
Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization 0 1 3 237 0 2 7 755
Backtesting VaR Models: A Τwo-Stage Procedure 0 1 4 11 0 2 8 17
Backtesting VaR Models: An Expected Shortfall Approach 0 2 6 1,145 1 9 26 2,983
Global Style Portfolios Based on Country Indices 1 1 3 16 1 2 14 67
Global portfolio management under state dependent multiple risk premia 0 1 4 17 3 9 23 77
Idiosyncratic Risk in Emerging Markets 0 0 4 246 0 7 32 607
Idiosyncratic Risk in Greece: Properties and Portfolio Implications 0 0 1 65 2 5 6 267
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach 0 0 1 169 0 1 3 584
Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers 0 0 3 35 7 9 19 188
Modeling Risk for Long and Short Trading Positions 0 0 0 1 1 3 5 10
Oil price shocks and volatility do predict stock market regimes 0 1 6 62 0 3 18 169
Return dispersion, stock market liquidity and aggregate economic activity 1 1 2 64 1 2 13 174
Revisiting Mutual Fund Performance Evaluation 0 1 3 88 1 2 9 214
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange 0 0 3 226 0 8 42 937
The Use of GARCH Models in VaR Estimation 1 5 16 341 2 9 36 701
US stock market regimes and oil price shocks 0 0 2 4 2 3 16 27
Volatility forecasting: intra-day vs. inter-day models 0 0 1 3 1 4 10 17
Total Working Papers 3 14 62 2,731 23 83 294 7,806


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 1 174 0 2 9 624
ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION 0 0 1 2 2 2 8 11
Does idiosyncratic risk matter? Evidence from European stock markets 0 0 0 18 0 1 2 73
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market 0 0 1 2 0 1 4 22
Idiosyncratic Risk in Emerging Markets 0 0 2 27 0 1 8 112
Idiosyncratic risk matters! A regime switching approach 0 0 2 60 0 1 3 222
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach 0 0 1 59 2 4 14 262
Idiosyncratic volatility and equity returns: UK evidence 1 1 4 48 1 3 8 211
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers 0 0 0 11 2 3 9 65
Liquidity adjusted value-at-risk based on the components of the bid-ask spread 0 1 5 420 0 1 13 1,213
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 3 5 1 3 9 14
Revisiting mutual fund performance evaluation 0 4 9 59 0 6 23 244
Stock market dispersion, the business cycle and expected factor returns 0 0 3 25 2 5 16 99
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange 0 0 0 54 0 0 6 265
The efficiency of Greek public pension fund portfolios 0 0 1 43 0 2 5 126
US stock market regimes and oil price shocks 1 1 2 10 4 7 12 76
Value-at-Risk for Greek Stocks 0 0 1 12 1 1 9 46
Volatility forecasting: Intra-day versus inter-day models 0 0 0 93 1 2 3 334
Total Journal Articles 2 7 36 1,122 16 45 161 4,019


Statistics updated 2019-09-09