Christos Argyropoulos

Lancaster University - Department of Accounting and Finance

Lancaster, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

110

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Measuring the Market Risk of Freight Rates: A Forecast Combination Approach

Number of pages: 47 Posted: 06 Feb 2013 Last Revised: 10 May 2015
Christos Argyropoulos and Ekaterini Panopoulou
Lancaster University - Department of Accounting and Finance and Essex Business School
Downloads 73 (365,731)

Abstract:

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Backtesting, Combination Forecasts, Volatility Forecasts, Freight Rates, Performance Evaluation, Value-at-Risk

2.

Hedge Fund Return Predictability in the Presence of Model Risk

Number of pages: 46 Posted: 28 Oct 2019
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 37 (495,170)

Abstract:

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Forecasting, Hedge Funds, Dynamic Model Averaging, Model Risk, Fund of Funds