Apostolos Kourtis

University of East Anglia (UEA) - Norwich Business School

Norwich

NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 37,974

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Top 37,974

in Total Papers Downloads

2,396

SSRN CITATIONS
Rank 31,777

SSRN RANKINGS

Top 31,777

in Total Papers Citations

28

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix

Journal of Banking and Finance, Vol. 36, No. 9, pp. 2522-2531, 2012
Number of pages: 35 Posted: 16 Feb 2009 Last Revised: 10 Sep 2012
Apostolos Kourtis, George Dotsis and Raphael N. Markellos
University of East Anglia (UEA) - Norwich Business School, National and Kapodistrian University of Athens - Faculty of Economics and University of East Anglia (UEA) - Norwich Business School
Downloads 739 (62,725)
Citation 14

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Portfolio Choice, Inverse Covariance Matrix, Parameter Uncertainty, Shrinkage

2.

Wine Price Risk Management: International Diversification and Derivative Instruments

International Review of Financial Analysis, Vol. 22, pp. 30-37, 2012
Number of pages: 23 Posted: 09 Nov 2010 Last Revised: 10 Sep 2012
Apostolos Kourtis, Raphael N. Markellos and Dimitris Psychoyios
University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and University of Piraeus - Department of Industrial Management
Downloads 452 (115,721)
Citation 2

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Fine Wine, International Diversification, Derivatives, Option Pricing

3.

An International Comparison of Implied, Realized and GARCH Volatility Forecasts

Journal of Futures Markets, Forthcoming
Number of pages: 98 Posted: 26 Mar 2016 Last Revised: 20 Apr 2016
Apostolos Kourtis, Raphael N. Markellos and Lazaros Symeonidis
University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and Essex Business School, University of Essex
Downloads 309 (176,850)
Citation 4

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Implied Volatility, Realized Volatility, Volatility Risk Premium, Financial Crisis, International Diversification

4.

Modeling Skewness in Portfolio Choice

Number of pages: 49 Posted: 29 Nov 2020 Last Revised: 07 Mar 2023
Trung H. Le, Apostolos Kourtis and Raphael N. Markellos
State Bank of Vietnam - Banking Academy of Vietnam, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 185 (291,018)

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Skewness modeling, Skewness Risk Premium, Portfolio choice

5.

A Stability Approach to Mean-Variance Optimization

Financial Review 50, 3, 301-330.
Number of pages: 42 Posted: 18 Jul 2015
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Downloads 182 (295,245)
Citation 1

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Portfolio Choice, Stability, Estimation Risk, Transaction Costs

6.

Covariance Forecasting in Equity Markets

Journal of Banking and Finance, vol. 96, pp. 153-168
Number of pages: 79 Posted: 16 Jul 2018 Last Revised: 04 Oct 2018
University of Leeds - Division of Accounting and Finance, Essex Business School, University of Essex, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 172 (310,206)
Citation 2

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covariance forecasting, high-frequency data, implied volatility, asset allocation, risk-return trade-off

7.

Human Resources Turnover as an Asset Acquisition and Divestiture Process

Number of pages: 36 Posted: 19 May 2015 Last Revised: 25 Jan 2021
Maria Fotaki, Apostolos Kourtis and Raphael N. Markellos
Athens University of Economics and Business, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 137 (374,343)

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Human resources turnover, Asset acquisition and divestiture, Football industry, Event study

8.

The Sharpe Ratio of Estimated Efficient Portfolios

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 27 Jan 2016 Last Revised: 08 Feb 2016
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Downloads 132 (385,279)
Citation 1

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Portfolio performance, mean-variance analysis, estimation errors

9.

On the Distribution and Estimation of Trading Costs

Journal of Empirical Finance, 28, 104-117
Number of pages: 27 Posted: 04 Aug 2014
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Downloads 68 (596,107)

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Portfolio Selection, Rebalancing, Portfolio Turnover, Transaction Costs

10.

Can We Price Beauty? Aesthetics and Digital Art Markets

Alsultan, S., Kourtis, A. and Markellos, R.N., 2024. Can we price beauty? Aesthetics and digital art markets. Economics Letters, p.111572.
Number of pages: 10 Posted: 20 Dec 2023 Last Revised: 18 Feb 2024
Sarah Alsultan, Apostolos Kourtis and Raphael N. Markellos
University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 20 (923,666)

Abstract:

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non-fungible tokens; digital art; hedonic pricing; aesthetics