Apostolos Katsaris

CdR Capital Ltd

11 Charles II Street

London, SW1Y 4QU

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 22,524

SSRN RANKINGS

Top 22,524

in Total Papers Downloads

4,302

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Timing is Everything: A Comparison and Evaluation of Market Timing Strategies

Number of pages: 14 Posted: 03 Nov 2005
Chris Brooks, Apostolos Katsaris and Gita Persand
University of Bristol - School of Economics, Finance and Management, CdR Capital Ltd and University of Bristol - Department of Economics
Downloads 2,403 (11,547)
Citation 3

Abstract:

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market timing rules, speculative bubbles, dynamic asset allocation, S&P500, stock index returns

2.

A Total Risk Measurement Framework for Hedge Funds and Funds of Funds

Number of pages: 43 Posted: 03 Feb 2010
Apostolos Katsaris, Ali Hegazi and Martin Goulet
CdR Capital Ltd, Abu Dhabi Investment Authority and Caliburn Capital Partners LLP
Downloads 984 (44,456)
Citation 2

Abstract:

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Hedge Funds, Funds-of-Funds, Value at Risk, Risk Factors, Market Risk, Residual Risk, Tail Risk

3.

Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector‘

Number of pages: 29 Posted: 03 Nov 2005 Last Revised: 26 Jan 2010
Keith P. Anderson, Chris Brooks and Apostolos Katsaris
The York Management School, University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 491 (109,660)
Citation 7

Abstract:

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

4.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 36 Posted: 22 Oct 2005
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 424 (130,391)

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

5.

Testing for Bubbles in Real Estate Price Cycles

Journal of Property Research, Vol. 18, No. 4, pp. 341-346, 2001, Cass Business School Research Paper
Posted: 05 Dec 2004
Chris Brooks, Apostolos Katsaris, Tony McGough and Sotiris Tsolacos
University of Bristol - School of Economics, Finance and Management, CdR Capital Ltd, City University London - The Business School and University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)

Abstract:

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6.

Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index

Posted: 01 Dec 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd

Abstract:

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Stock market bubbles, regime switching, speculative bubble tests, fundamental values, trading rules

Other Papers (3)

Total Downloads: 212
1.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 38 Posted: 15 Sep 2005
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 129

Abstract:

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

2.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 38 Posted: 27 Jan 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 83

Abstract:

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

3.

A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index

Posted: 01 Dec 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd

Abstract:

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Speculative behaviour models, fundamental values, dividends, regime switching, speculative bubble tests, trading rules