Browsing byAuthorAlexeev, V
Showing results 1 to 17 of 17
Issue Date | Title | Author(s) |
2019-07-01 | Asymmetric jump beta estimation with implications for portfolio risk management | Alexeev, V; Urga, G; Yao, W |
2020-07-15 | Biases in variance of decomposed portfolio returns | Alexeev, V; Ignatieva, K |
2020 | Biases in Variance of Decomposed Portfolio Returns | Alexeev, V; Ignatieva, KM |
2016-06-01 | Continuous and jump betas: Implications for portfolio diversification | Alexeev, V; Dungey, M; Yao, W |
2020 | Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals | Alexeev, V; Ignatieva, K; Liyanage, T |
2014-10-14 | Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios? | Alexeev, V; Tapon, F |
2015-01-01 | Equity portfolio diversification with high frequency data | Alexeev, V; Dungey, M |
2017 | Exchange rate risk exposure and the value of European firms | Parlapiano, F; Alexeev, V; Dungey, M |
2023 | Integrated Variance of Irregularly Spaced High-Frequency Data: A State Space Approach Based on Pre-Averaging | Alexeev, V; Chen, J; Ignatieva, K |
2012-11-01 | Localized level crossing random walk test robust to the presence of structural breaks | Alexeev, V; Maynard, A |
2020 | Modelling Financial Contagion Using High Frequency Data | Yao, W; Dungey, M; Alexeev, V |
2014-12-01 | The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets | Alexeev, V; Tapon, F |
2019-03-01 | Predictive blends: Fundamental Indexing meets Markowitz | Pysarenko, S; Alexeev, V; Tapon, F |
2020-01-01 | Sensitivity to sentiment: News vs social media | Gan, B; Alexeev, V; Bird, R; Yeung, D |
2011-09-01 | Testing weak form efficiency on the Toronto Stock Exchange | Alexeev, V; Tapon, F |
2017-01-01 | Time-varying continuous and jump betas: The role of firm characteristics and periods of stress | Alexeev, V; Dungey, M; Yao, W |
2013-01-01 | What Australian investors need to know: To Diversity their portfolios | Alexeev, V; Tapon, F |