5 Stadiou Strt
Athens, 12131
Greece
National and Kapodistrian University of Athens
portfolio evaluation, exchange-traded funds, selectivity, market timing ability, short-term performance persistence, market efficiency
Performance evaluation, Survivorship bias, Selectivity, Market timing ability, Short-term performance persistence
Portfolio Performance; Mutual Funds; Performance Persistence; Model Evaluation
Winemaking Sector, Greece, Ratio Analysis, Alternative Investments
C32, G11, G12, Baltic Dry Index, Bitcoin, Crude oil, Gold
gold, swiss franc, developed and emerging markets, Portfolio optimization, Hedging strategies, European stock markets, Spillovers, R2 decomposed connectedness approach
aerospace and defense, crude oil, gold, copper, aluminum, geopolitical risk, portfolio optimization, hedging strategies, treasury bonds, , us dollar
Long/short, 60/40 portfolio allocation, VIX futures, Portfolio diversification, ESG stocks, Sharia stocks, high-dividend stocks, momentum stocks, ow-volatility stocks
60/40 portfolio allocation, Value stocks, Growth stocks, 60/40 portfolio allocation, Value stocks, Growth stocks, ESG stocks, Sharia-compliant stocks, Sukuk bonds
SG equity mutual funds., hedging ability, ESG score, crude oil, real estate, connectedness, gold, currency, bonds, equities
Collateralized loan obligations;Bitcoin;Shipping;Real estate;Connectedness;Hedging ability
ESG equity mutual funds; Portfolio pumping;Turn-of-quarter effect; ESG score; COVID-19
ESG equity mutual funds ESG score Performance Performance persistence Flow COVID-19
Alternative investments, Bitcoin, crude oil, gold, private equities, volatility spillovers
Alternative investments, Treasury inflation protected securities, Connectedness, Portfolio diversification, COVID-19
Value stocks; Growth stocks; ESG; Connectedness; Portfolio diversification; COVID-19
Alternative Investments, Connectedness, Timber Water Investments, Covid-19, Portfolio Diversification
Alternative investments; Fine wine; Connectedness; Portfolio diversification; COVID-19 pandemic
Alternative investments SPACS IPOs Merger arbitrage Connectedness COVID-19
Sukuk market;Bond market; Connectedness; Portfolio diversification
Alternative investments, Connectedness, Hedge replication, Merger arbitrage, Portfolio diversification COVID-19
equity mutual funds; risk-adjusted returns; performance persistence; non-parametric; capital controls; capital flows.
Quantitative Easing Programs, Fine Wine, Rare Coins, Real Estate, Commodities, Crude Oil, Federal Reserve, European Central Bank
Chinese housing crisis, co-movement, contagion, ETFs, spillover effects, alternative investments
