Fotios Harmantzis

FX Concepts

Quantitative Portfolio Manager

New York, NY 10122

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 4,896

SSRN RANKINGS

Top 4,896

in Total Papers Downloads

10,835

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (14)

1.

Operational Risk Management in Financial Services and the New Basel Accord

Number of pages: 16 Posted: 22 Aug 2004
Fotios Harmantzis
FX Concepts
Downloads 2,067 (9,278)

Abstract:

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Risk Management, Operational Risk, Basel

2.

Operational Risk and Reference Data: Exploring Costs, Capital Requirements and Risk Mitigation

Journal of Operational Risk, Vol. 1, No. 3, 2006
Number of pages: 57 Posted: 18 Nov 2005
Allan D. Grody, Fotios Harmantzis and Gregory J. Kaple
Financial InterGroup, FX Concepts and Integrated Management Services Inc.
Downloads 1,724 (12,466)

Abstract:

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Financial Institutions, Operational Risk, Data Management, Reference Data, Basel, Risk Management

3.

Inside the Telecom Crash: Bankruptcies, Fallacies and Scandals - a Closer Look at the Worldcom Case

Number of pages: 23 Posted: 13 Aug 2004
Fotios Harmantzis
FX Concepts
Downloads 1,721 (12,508)
Citation 2

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American Telecommunication Services Sector, Bankruptcy, Credit Risk, WorldCom

4.

Empirical Study of Value-at-Risk and Expected Shortfall Models With Heavy Tails

Number of pages: 19 Posted: 29 Aug 2005
Fotios Harmantzis, Linyan Miao and YiFan Chien
FX Concepts, Stevens Institute of Technology and Advanced Portfolio Technologies
Downloads 1,460 (16,228)
Citation 5

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Risk Management, Value-at-Risk (VaR), Expected Shortfall (ES), Fat-Tails, Stable Paretian distribution, Extreme Value Theory (EVT)

5.

ICT Infrastructure in Two Asian Giants: A Comparative Analysis of China and India

Number of pages: 23 Posted: 23 Jan 2008
Institute for Infocomm ResearchInstitute for Infocomm Research - Agency for Science, Technology, and Research and FX Concepts
Downloads 721 (44,629)

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India, China, ICT

6.

A Dynamic Macroeconomic Based Model for the Us Telecommunications Industry

Number of pages: 20 Posted: 15 Feb 2005
Elias Aravantinos and Fotios Harmantzis
Stevens Institute of Technology and FX Concepts
Downloads 669 (49,362)
Citation 1

Abstract:

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Dynamic macroeconomic model, US Telecom industry, Teledensity

7.

Key Determinants of R&D Expenditures in the Us Telecommunications Equipment Industry

Number of pages: 32 Posted: 16 Mar 2005
FX Concepts and Institute for Infocomm ResearchInstitute for Infocomm Research - Agency for Science, Technology, and Research
Downloads 563 (61,495)
Citation 4

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Research & Development (R&D), telecommunications industry

8.

Flexible Investment Decisions in the Telecommunications Industry: Case Applications Using Real Options

NET Institute Working Paper No. 06-06
Number of pages: 65 Posted: 23 Oct 2006
Fotios Harmantzis and Lenos Trigeorgis
FX Concepts and University of Cyprus - Department of Public and Business Administration
Downloads 486 (73,868)

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9.

Modeling Exchange Rate Movements with Cross-Markets and Macroeconomics Variables

Number of pages: 28 Posted: 13 Jan 2009
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Downloads 317 (120,723)

Abstract:

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foreign exchange rates, equity markets, oil, interest rates, inflation, vector autoregression

10.

A Markov Model for Stocks with Small and Medium Market Capitalization

Number of pages: 5 Posted: 20 Jun 2005
Pavel B. Dubovski, Irina Goldman and Fotios Harmantzis
Stevens Institute of Technology, Department of Mathematics, Stevens Institute of Technology - School of Business and FX Concepts
Downloads 302 (127,053)

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Asset pricing, firm size, market capitalization, Markov processes, birth-death processes

11.

On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices

Number of pages: 37 Posted: 17 Jun 2005
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Downloads 293 (131,222)

Abstract:

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Heavy-Tails, Stable Paretian, Drawdown, Value at Risk, Expected Shortfall, Global Markets

12.

Dynamic Asymmetric Dependencies between Equities and Exchange Rate Markets

Number of pages: 31 Posted: 08 Feb 2009 Last Revised: 17 Feb 2009
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Downloads 226 (170,032)
Citation 2

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Global equity markets, Foreign exchange, Time varying

13.

On the Impact of Practical P2p Incentive Mechanisms on User Behavior

NET Institute Working Paper No. 06-14
Number of pages: 24 Posted: 01 Nov 2006
Institute for Infocomm Research, Singapore, FX Concepts, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 168 (222,129)
Citation 16

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14.

Evolution of Developed Equity and Foreign Exchange Markets: The Minimum Spanning Tree Approach

Number of pages: 30 Posted: 11 Aug 2009
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Downloads 118 (293,452)

Abstract:

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Global equity markets, Foreign exchange, Minimum Spanning Tree, Clusters, VIX