Plamen Patev

I Shou University, Department of International Finance

Associate Professor

No.1, Sec. 1, Syuecheng Rd., Dashu District,

Kaohsiung, 84001

Taiwan

ABIR Analytics

  • I Shou University, Department of International Finance

  • ABIR Analytics

SCHOLARLY PAPERS

12

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6

Scholarly Papers (12)

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1.

The Day of the Week Effect in the Central European Transition Stock Markets

Tsenov Academy of Economics Finance and Credit Working Paper No. 03-06
Number of pages: 17 Posted: 05 Sep 2003
Plamen Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 743 (38,457)
Citation 1

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Day-of-the-week effect, Central European Transition Stock

2.

Stock Market Crises and Portfolio Diversification in Central and Eastern Europe

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 03-02
Number of pages: 30 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 560 (55,829)
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Central and Eastern Europe, Stock market integration, Co-integration, Portfolio diversification

3.

Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria

Number of pages: 11 Posted: 19 Apr 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 514 (62,209)
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Bulgarian stock market, volatility, EWMA, Value-at-Risk

4.

Modelling and Forecasting the Volatility of the Central European Stock Market

Number of pages: 23 Posted: 22 Mar 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 505 (63,637)
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Central Europe, CESI index, stock market volatility, asymmetric GARCH models

5.

Bank Privatisation in Central and Eastern Europe Through the View of the Western European Stock Markets

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 02-23
Number of pages: 26 Posted: 06 Mar 2003
Plamen Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 411 (81,632)

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Central and Eastern European Countries, Bank privatisation, Event-study analysis, GARCH

6.

Stock Market Volatility Changes in Central Europe Caused By Asian and Russian Financial Crises

Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Number of pages: 28 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 266 (132,149)
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Central and Eastern Europe, Stock Markets, Financial Crises, Market Volatility, GARCH

7.

Day of the Week Effect in the Central and Eastern European Transition Stock Markets and Higher Moments of Security Returns

Number of pages: 18 Posted: 06 Feb 2004
Katerina Lyroudi, Apostolos Dasilas, Plamen Patev and Nigokhos Krikorov Kanaryan
University of Macedonia - Accounting and Finance, University of Macedonia, I Shou University, Department of International Finance and New Bulgarian University
Downloads 160 (211,709)

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Day of the week effect, Central European Transition Stock Markets

8.

Discussion of Active Risk Models

Risk Management Research Series
Number of pages: 7 Posted: 14 Mar 2019
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics
Downloads 64 (392,173)

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Active Risk, Alpha, Beta, Residual Return

9.

Maximize Market Timing Returns: Implementing Volatility-Weighted Bets

Alpha Beta IR Analytics, Active Portfolio Management Series, 2018
Number of pages: 10 Posted: 13 Mar 2019
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics
Downloads 61 (401,815)

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market timing, alpha, active management, volatility

10.

Simple Valuation Methods: Franchise Value Approach

Alpha-Beta IR Analytics, Equity Research Series, 2018
Number of pages: 9 Posted: 13 Mar 2019
Kaloyan Petkov and Plamen Patev
ABIR Analytics and I Shou University, Department of International Finance
Downloads 36 (499,570)

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Equity Value, Franchise Value, ROE, Cost of Capital

11.

RISK ATTRIBUTION ANALYSIS FOR SOUTH EAST ASIAN MARKETS

Poslovna ekonomija, 2015. vol. 9, no. 2, pp. 9-26
Number of pages: 18 Posted: 28 Dec 2018
Plamen Patev, Nikolay Iliev and Kaloyan Petkov
I Shou University, Department of International Finance, D. A. Tsenov Academy of Economics and ABIR Analytics
Downloads 9 (667,902)

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Risk attribution, Return decomposition, Multifactor model, South East Asia, Emerging markets, Stock Risk Exposure

12.

Comparing Strategy Risk Models on the Taiwanese Stock Market

Patev, P., and K. Petkov. 2018. "Comparing Strategy Risk Models on the Taiwanese Stock Market." The Journal of Wealth Management 21 (3): 79-93
Posted: 20 Dec 2018
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics

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active portfolio management, active risk, strategy risk, emerging markets