Nikolaos Vasilas

Lancaster University - Lancaster University Management School

Bailrigg

Lancaster, LA1 4YX

United Kingdom

Ultramarin

Schönhauser Allee 43a

Berlin, BERLIN 10435

Germany

http://www.ultramarin.ai

  • Lancaster University - Lancaster University Management School

  • Ultramarin

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 44,267

SSRN RANKINGS

Top 44,267

in Total Papers Downloads

1,935

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Power Sorting

Number of pages: 58 Posted: 28 Aug 2023
Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte (Lechner) and Nikolaos Vasilas
Lancaster University - Department of Accounting and Finance, Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 1,214 (30,128)

Abstract:

Loading...

Factor Investing, Portfolio Construction, Power Sorting

2.

Factor Timing with Portfolio Characteristics

Number of pages: 78 Posted: 08 Nov 2021 Last Revised: 27 Mar 2023
Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte (Lechner) and Nikolaos Vasilas
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 721 (62,192)
Citation 3

Abstract:

Loading...

Return Predictability, Factor Portfolios, Dimension Reduction, Factor Timing, Anomalies