Information about:
Timotheos Angelidis

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Affiliation

• Department of Economics
  University of Peloponnese

  Location: Tripolis, Greece
  Homepage: http://econ.uop.gr/~econ/
  Email:
  Phone: +30-2710-230128
  Fax: +30-2710-230139
  Postal:
  Handle: RePEc:edi:depelgr (registered authors at this institution)

Working papers

1. Timotheos Angelidis & Nikolaos Tessaromatis, 2009. "The Efficiency of Greek Public Pension Fund Portfolios," Working Papers 0035, University of Peloponnese, Department of Economics. [Downloadable!]

2. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]

3. Timotheos Angelidis, 2008. "Idiosyncratic Risk in Emerging Markets," Working Papers 0018, University of Peloponnese, Department of Economics. [Downloadable!]

4. Nikos Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2008. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," Working Papers 0016, University of Peloponnese, Department of Economics. [Downloadable!]
   Published as:
   • Nikos S. Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2009. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 535-555. [Downloadable!] (restricted)

5. Timotheos Angelidis & Nikolaos Tessaromatis, 2007. "Idiosyncratic Risk in Greece: Properties and Portfolio Implications," Working Papers 0001, University of Peloponnese, Department of Economics. [Downloadable!]

6. Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics. [Downloadable!]

7. Timotheos Angelidis & Alexandros Benos, . "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics. [Downloadable!]
   Published as:
   • Timotheos Angelidis & Alexandros Benos, 2009. "The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 15(1), pages 112-144. [Downloadable!] (restricted)

1. Nikos S. Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2009. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 535-555. [Downloadable!] (restricted)
   Other versions:
   • Nikos Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2008. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," Working Papers 0016, University of Peloponnese, Department of Economics. [Downloadable!]

2. Timotheos Angelidis & Alexandros Benos, 2009. "The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 15(1), pages 112-144. [Downloadable!] (restricted)
   Other versions:
   • Timotheos Angelidis & Alexandros Benos, . "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics. [Downloadable!]

3. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2009. "Idiosyncratic risk matters! A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 132-141, January. [Downloadable!] (restricted)

4. Timotheos Angelidis & George Skiadopoulos, 2008. "Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 447-469. [Downloadable!] (restricted)

5. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2008. "Idiosyncratic volatility and equity returns: UK evidence," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 539-556, June. [Downloadable!] (restricted)

6. Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December. [Downloadable!] (restricted)

7. Timotheos Angelidis & Nikolaos Tessaromatis, 2008. "Does idiosyncratic risk matter? Evidence from European stock markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 125-137. [Downloadable!] (restricted)

8. Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February. [Downloadable!] (restricted)

9. Timotheos Angelidis & Alexandros Benos, 2006. "Liquidity adjusted value-at-risk based on the components of the bid-ask spread," Applied Financial Economics, Taylor and Francis Journals, vol. 16(11), pages 835-851, July. [Downloadable!] (restricted)

10. Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing, vol. 6(3), pages 226-238, May. [Downloadable!] (restricted)

1. NEP-CMP: Computational Economics (1) 2008-01-26
2. NEP-ECM: Econometrics (1) 2007-01-23
3. NEP-ETS: Econometric Time Series (1) 2007-01-23
4. NEP-FMK: Financial Markets (1) 2008-02-02
5. NEP-FOR: Forecasting (1) 2007-01-23
6. NEP-MST: Market Microstructure (2) 2007-01-14 2008-01-26 Author is listed
7. NEP-RMG: Risk Management (4) 2007-01-23 2007-11-17 2008-01-26 2008-02-02 Author is listed

This page was last updated on 2009-11-27.