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1

Revisiting mutual fund performance evaluation

Angelidis, Timotheos, Giamouridis, Daniel, Tessaromatis, Nikolaos

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 289 KB

english, 2013

2

Stock market dispersion, the business cycle and expected factor returns

Angelidis, Timotheos, Sakkas, Athanasios, Tessaromatis, Nikolaos

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

3

Global Equity Country Allocation: An Application of Factor Investing

Angelidis, Timotheos, Tessaromatis, Nikolaos

Journal:

Financial Analysts Journal

Year:

2017

Language:

english

File:

PDF, 1.24 MB

english, 2017

4

The use of GARCH models in VaR estimation

Timotheos Angelidis, Alexandros Benos, Stavros Degiannakis

Journal:

Statistical Methodology

Year:

2004

Language:

english

File:

PDF, 407 KB

english, 2004

5

The efficiency of Greek public pension fund portfolios

Timotheos Angelidis, Nikolaos Tessaromatis

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 265 KB

english, 2010

6

Idiosyncratic volatility and equity returns: UK evidence

Timotheos Angelidis, Nikolaos Tessaromatis

Journal:

International Review of Financial Analysis

Year:

2008

Language:

english

File:

PDF, 341 KB

english, 2008

7

Does idiosyncratic risk matter? Evidence from European stock markets

Angelidis, Timotheos, Tessaromatis, Nikolaos

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 179 KB

english, 2008

8

Liquidity adjusted value-at-risk based on the components of the bid-ask spread

Angelidis, Timotheos, Benos, Alexandros

Journal:

Applied Financial Economics

Year:

2006

Language:

english

File:

PDF, 183 KB

english, 2006

9

MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH

ANGELIDIS, TIMOTHEOS, SKIADOPOULOS, GEORGE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 359 KB

english, 2008

10

US stock market regimes and oil price shocks

Angelidis, Timotheos, Degiannakis, Stavros, Filis, George

Journal:

Global Finance Journal

Year:

2015

Language:

english

File:

PDF, 613 KB

english, 2015

11

A robust VaR model under different time periods and weighting schemes

Timotheos Angelidis, Alexandros Benos, Stavros Degiannakis

Journal:

Review of Quantitative Finance and Accounting

Year:

2007

Language:

english

File:

PDF, 254 KB

english, 2007

12

The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange

Timotheos Angelidis, Alexandros Benos

Journal:

European Financial Management

Year:

2009

Language:

english

File:

PDF, 194 KB

english, 2009

13

Idiosyncratic Risk in Emerging Markets

Timotheos Angelidis

Journal:

Financial Review

Year:

2010

Language:

english

File:

PDF, 421 KB

english, 2010

14

Idiosyncratic risk matters! A regime switching approach

Timotheos Angelidis, Nikolaos Tessaromatis

Journal:

International Review of Economics & Finance

Year:

2009

Language:

english

File:

PDF, 476 KB

english, 2009

15

Volatility forecasting: Intra-day versus inter-day models

Timotheos Angelidis, Stavros Degiannakis

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2008

Language:

english

File:

PDF, 372 KB

english, 2008

16

Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach

Timotheos Angelidis, Andreas Andrikopoulos

Journal:

International Review of Financial Analysis

Year:

2010

Language:

english

File:

PDF, 555 KB

english, 2010

17

Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers

Andrikopoulos, Andreas, Angelidis, Timotheos, Skintzi, Vasiliki

Journal:

International Review of Financial Analysis

Year:

2014

Language:

english

File:

PDF, 442 KB

english, 2014

18

ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION

THOMAIDIS, NIKOS S., ANGELIDIS, TIMOTHEOS, VASSILIADIS, VASSILIOS, DOUNIAS, GEORGIOS

Journal:

New Mathematics and Natural Computation

Year:

2009

Language:

english

File:

PDF, 195 KB

english, 2009

19

Modeling risk for long and short trading positions

Angelidis, Timotheos, Degiannakis, Stavros

Journal:

The Journal of Risk Finance

Year:

2005

Language:

english

File:

PDF, 155 KB

english, 2005

20

Forecasting one‐day‐ahead VaR and intra‐day realized volatility in the Athens Stock Exchange Market

Floros, Christos, Angelidis, Timotheos, Degiannakis, Stavros

Journal:

Managerial Finance

Year:

2008

Language:

english

File:

PDF, 191 KB

english, 2008

21

Liquidity Adjusted Value-at-Risk Based on the Components of the Bid-ask Spread

Angelidis, Timotheos, Benos, Alexander V.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 208 KB

english, 2005

22

Idiosyncratic Risk, Returns and Liquidity in the London Stock Exchange: A Spillover Approach

Andrikopoulos, Andreas, Angelidis, Timotheos

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 261 KB

english, 2008

23

The Efficiency of Greek Public Pension Fund Portfolios

Angelidis, Timotheos, Tessaromatis, Nicholas

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 321 KB

english, 2009

24

Backtesting VaR Models: An Expected Shortfall Approach

Angelidis, Timotheos, Degiannakis, Stavros Antonios

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 378 KB

english, 2006

25

The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange

Angelidis, Timotheos, Benos, Alexander V.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 250 KB

english, 2005

26

Equity Returns and Idiosyncratic Volatility: UK Evidence

Angelidis, Timotheos, Tessaromatis, Nicholas

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 368 KB

english, 2005

27

Value-at-Risk for Greek Stocks

Angelidis, Timotheos, Benos, Alexander V.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 340 KB

english, 2005

28

Volatility Forecasting: The Illusion of Choosing One Model in All Cases

Angelidis, Timotheos, Degiannakis, Stavros Antonios

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 402 KB

english, 2005

29

Revisiting Mutual Fund Performance Evaluation

Angelidis, Timotheos, Giamouridis, Daniel, Tessaromatis, Nicholas

Journal:

SSRN Electronic Journal

Year:

2012

File:

PDF, 314 KB

2012

30

Backtesting VaR Models: A Τwo-Stage Procedure

Angelidis, Timotheos, Degiannakis, Stavros Antonios

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 783 KB

english, 2018

31

A Robust VaR Model

Angelidis, Timotheos, Benos, Alexander V., Degiannakis, Stavros Antonios

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 208 KB

english, 2005

32

A Robust VaR Model

Angelidis, Timotheos, Benos, Alexander V., Degiannakis, Stavros Antonios

Journal:

SSRN Electronic Journal

Year:

2005

File:

PDF, 208 KB

2005

33

Idiosyncratic Risk and Expected Returns: A Regime Switching Approach

Angelidis, Timotheos, Tessaromatis, Nicholas

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 331 KB

english, 2006

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