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Timotheos Angelidis
Timotheos Angelidis
Associate Professor of Finance, University of Peloponnese
Verified email at uop.gr - Homepage
Title
Cited by
Cited by
Year
The use of GARCH models in VaR estimation
T Angelidis, A Benos, S Degiannakis
Statistical Methodology 1 (1), 105-128, 2004
4682004
Liquidity adjusted value-at-risk based on the components of the bid-ask spread
T Angelidis, A Benos
Applied Financial Economics 16 (11), 835-851, 2006
1272006
A robust VaR model under different time periods and weighting schemes
T Angelidis, A Benos, S Degiannakis
Review of Quantitative Finance and Accounting 28 (2), 187-201, 2007
1082007
Revisiting mutual fund performance evaluation
T Angelidis, D Giamouridis, N Tessaromatis
Journal of Banking & Finance 37 (5), 1759-1776, 2013
962013
US stock market regimes and oil price shocks
T Angelidis, S Degiannakis, G Filis
Global Finance Journal 28, 132-146, 2015
812015
Measuring the market risk of freight rates: A value-at-risk approach
T Angelidis, G Skiadopoulos
International Journal of Theoretical and Applied Finance 11 (05), 447-469, 2008
792008
Idiosyncratic volatility and equity returns: UK evidence
T Angelidis, N Tessaromatis
International Review of Financial Analysis 17 (3), 539-556, 2008
77*2008
Volatility forecasting: Intra-day versus Inter-day models
T Angelidis, S Degiannakis
Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008
762008
Idiosyncratic risk in emerging markets
T Angelidis
Financial Review 45 (4), 1053-1078, 2010
712010
Modeling risk for long and short trading positions
T Angelidis, S Degiannakis
The Journal of Risk Finance 6 (3), 226-238, 2005
542005
Backtesting VaR Models: A Τwo-Stage Procedure
T Angelidis, S Degiannakis
MPRA Paper, 2007
532007
Backtesting var models: An expected shortfall approach
T Angelidis, S Degiannakis
SSRN, 2008
522008
Idiosyncratic risk matters! A regime switching approach
T Angelidis, N Tessaromatis
International Review of Economics & Finance 18 (1), 132-141, 2009
502009
Value-at-risk for Greek stocks
T Angelidis, A Benos
Multinational Finance Journal 12 (1/2), 67-104, 2008
452008
Stock market dispersion, the business cycle and expected factor returns
T Angelidis, A Sakkas, N Tessaromatis
Journal of Banking & Finance 59, 265-279, 2015
422015
The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange
T Angelidis, A Benos
European Financial Management 15 (1), 112-144, 2008
352008
Global equity country allocation: An application of factor investing
T Angelidis, N Tessaromatis
Financial Analysts Journal 73 (4), 55-73, 2017
342017
Active portfolio management with cardinality constraints: An application of particle swarm optimization
NS Thomaidis, T Angelidis, V Vassiliadis, G Dounias
New Mathematics and Natural Computation 5 (03), 535-555, 2009
342009
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers
A Andrikopoulos, T Angelidis, V Skintzi
International Review of Financial Analysis 35, 118-127, 2014
332014
The efficiency of Greek public pension fund portfolios
T Angelidis, N Tessaromatis
Journal of Banking & Finance 34 (9), 2158-2167, 2010
312010
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Articles 1–20