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Giamouridis, Daniel's
Scholarly Papers
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Downloads
2,093 |
Total
Citations
17 |
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1.
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Giamouridis, Daniel
Athens University of Economics and Business Liodakis, Manolis
Citigroup, Inc. Moniz, Andrew
Citigroup, Inc.
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16 Jul 08
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Last Revised:
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31 Jul 08
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381
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2.
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Giamouridis, Daniel
Athens University of Economics and Business Skiadopoulos, George S.
University of Piraeus
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01 Nov 09
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Last Revised:
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29 Mar 12
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319
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4
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Beta, Implied distributions, Implied volatility, Options, Portfolio construction, Stock selection, Value-at-Risk
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3.
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Giamouridis, Daniel
Athens University of Economics and Business Sakellariou, Konstantinos
EFG MFMC S.A.
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07 Jan 08
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31 Oct 09
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237
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1
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Mutual funds, short-term performance, parametric tests, non-parametric tests
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4.
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Giamouridis, Daniel
Athens University of Economics and Business
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212
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5.
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Angelopoulos, Georgios
Athens University of Economics and Business - Department of Accounting and Finance Giamouridis, Daniel
Athens University of Economics and Business Nikolakakis, Georgios
Athens University of Economics and Business - Department of Accounting and Finance
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25 Jan 12
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Last Revised:
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17 Feb 13
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168
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credit equity market integration, equity return predictability, capital structure arbitrage
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6.
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Giamouridis, Daniel
Athens University of Economics and Business Sakkas, Athanasios
Athens University of Economics and Business - Department of Accounting and Finance Tessaromatis, Nikolaos
EDHEC Business School and EDHEC Risk Institute
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03 May 12
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Last Revised:
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30 May 12
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166
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Strategic Asset Allocation, Dynamic Asset Allocation, Asset–Liability Management
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7.
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Vrontos, Ioannis D.
Athens University of Economics and Business Giamouridis, Daniel
Athens University of Economics and Business
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155
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1
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Predictability, model uncertainty, Bayesian model search, dynamic covariances/correlations, multivariate GARCH
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8.
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Angelidis, Timotheos
University of Peloponnese - Department of Economics Giamouridis, Daniel
Athens University of Economics and Business Tessaromatis, Nikolaos
EDHEC Business School and EDHEC Risk Institute
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13 Feb 12
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Last Revised:
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15 Jan 13
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144
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Mutual funds, short-term performance, market timing, factor timing
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9.
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Miller, Keith L.
Independent Hong, Li
Independent Zhou, Tiffany G.
affiliation not provided to SSRN Giamouridis, Daniel
Athens University of Economics and Business
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104
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10.
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Regular(ized) Hedge Fund Clones
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Giamouridis, Daniel
Athens University of Economics and Business Paterlini, Sandra
EBS Universität für Wirtschaft und Recht
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12 Feb 09
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Last Revised:
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08 Oct 10
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95
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Giamouridis, Daniel
Athens University of Economics and Business Paterlini, Sandra
EBS Universität für Wirtschaft und Recht
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95
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Giamouridis, Daniel
Athens University of Economics and Business Paterlini, Sandra
EBS Universität für Wirtschaft und Recht
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12 Feb 09
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Last Revised:
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08 Oct 10
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0
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Hedge Funds, Replication, Portfolio Management, Index Tracking, Norm-constrained portfolios
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11.
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Angelopoulos, Georgios
Athens University of Economics and Business - Department of Accounting and Finance Giamouridis, Daniel
Athens University of Economics and Business Vlismas, Orestes
Athens University of Economics and Business - Department of Accounting and Finance
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19 Mar 11
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Last Revised:
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04 Sep 12
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89
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M41, J24, G12, G14
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12.
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Angelopoulos, Georgios
Athens University of Economics and Business - Department of Accounting and Finance Giamouridis, Daniel
Athens University of Economics and Business
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05 Mar 13
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Last Revised:
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06 Mar 13
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19
(278,600)
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credit derivatives, credit event, credit and equity market interaction, informed trading
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13.
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Brar, Gurvinder
Citigroup, Inc. Giamouridis, Daniel
Athens University of Economics and Business Liodakis, Manolis
Citigroup, Inc.
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4
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7
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14.
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Miller, Keith L.
Independent Ooi, Chee
Independent Hong, Li
Independent Giamouridis, Daniel
Athens University of Economics and Business
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18 May 12
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Last Revised:
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04 Feb 13
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Size Rotation, Decision Tree
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15.
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Giamouridis, Daniel
Athens University of Economics and Business Montagu, Chris H.
affiliation not provided to SSRN
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09 Jul 10
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Last Revised:
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14 Jul 11
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Capital markets, Valuation, Market efficiency, Portfolio Strategies
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16.
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Dupleich Ulloa, Martos Rodrigo
Independent Giamouridis, Daniel
Athens University of Economics and Business Montagu, Chris H.
affiliation not provided to SSRN
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09 Jul 10
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Last Revised:
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12 Feb 13
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Style Rotation, Equity Portfolio Strategies, Portfolio Construction
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17.
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Giamouridis, Daniel
Athens University of Economics and Business
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15 Jun 10
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Last Revised:
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05 Sep 11
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Portfolio Construction, Estimation Risk, Model Uncertainty, Black-Litterman, Bayesian Approaches
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18.
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Dupleich Ulloa, Martos Rodrigo
Independent Giamouridis, Daniel
Athens University of Economics and Business Mesomeris, Spyros
Deutsche Bank AG (London) Noorizadeh, Nima
Citigroup, Inc.
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| Posted: |
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07 Oct 08
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Last Revised:
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02 Oct 12
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19.
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Vrontos, Spyridon D.
Dep. of Statistics and Insurance Science, University of Piraeus Vrontos, Ioannis D.
Athens University of Economics and Business Giamouridis, Daniel
Athens University of Economics and Business
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| Posted: |
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10 Oct 06
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Last Revised:
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17 Jul 08
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Model uncertainty, Hedge funds, GARCH, Bayesian model avereging, MCMC
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20.
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Giamouridis, Daniel
Athens University of Economics and Business Ntoula, Ioanna
Eurobank EFG - Risk Analyst, Methods and Measures Division, Markets Risk Management Sector
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| Posted: |
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03 Oct 06
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Last Revised:
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07 May 09
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Value at Risk, Expected Shortfall, Hedge Funds, GARCH, Backtesting
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21.
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Flamouris, Dimitris
ABN Amro Giamouridis, Daniel
Athens University of Economics and Business
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| Posted: |
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03 Oct 06
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Last Revised:
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24 Mar 08
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22.
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Giamouridis, Daniel
Athens University of Economics and Business
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| Posted: |
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04 Apr 06
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Last Revised:
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01 Jun 08
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Estimation risk, Expected Shortfall, Cornish-Fisher approximation, Gram-Charlier approximation, point forecasts
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23.
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Giamouridis, Daniel
Athens University of Economics and Business Vrontos, Ioannis D.
Athens University of Economics and Business
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| Posted: |
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07 Feb 06
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Last Revised:
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24 Mar 08
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Hedge fund portfolios, dynamic covariances/correlations, multivariate GARCH, regime switching, CVaR
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24.
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Flamouris, Dimitris
ABN Amro Giamouridis, Daniel
Athens University of Economics and Business
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| Posted: |
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30 Jul 04
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Last Revised:
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24 Mar 08
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25.
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Giamouridis, Daniel
Athens University of Economics and Business Tamvakis, Michael
City University London - Sir John Cass Business School
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| Posted: |
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21 Jul 04
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Last Revised:
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24 Mar 08
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26.
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Giamouridis, Daniel
Athens University of Economics and Business Tamvakis, Michael
City University London - Sir John Cass Business School
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| Posted: |
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21 Jul 04
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Last Revised:
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24 Mar 08
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