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Vitali Alexeev

This is information that was supplied by Vitali Alexeev in registering through RePEc. If you are Vitali Alexeev , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Vitali
Middle Name:
Last Name:Alexeev
Suffix:
RePEc Short-ID:pal430
http://valexeev.yolasite.com/
UTS Business School University of Technology Sydney PO Box 123 Broadway NSW 2007 Australia
Sydney, Australia
http://www.business.uts.edu.au/finance/

: +61 2 9514 7777
+61 2 9514 7711
PO Box 123, Broadway, NSW 2007
RePEc:edi:sfutsau (more details at EDIRC)
Hobart, Australia
http://www.utas.edu.au/economics-finance/

: +61 3 6226 7672
+61 3 6226 7587
Private Bag 85, Hobart, Tasmania 7001
RePEc:edi:dutasau (more details at EDIRC)
Guelph, Canada
http://www.uoguelph.ca/economics/

: (519) 824-4120 ext. 53898
(519) 763-8497
Guelph, Ontario, N1G 2W1
RePEc:edi:degueca (more details at EDIRC)
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  1. Alexeev, Vitali & Tapon, Francis, 2014. "How many stocks are enough for diversifying Canadian institutional portfolios?," Working Papers 2014-08, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
  2. Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014. "Concurrent momentum and contrarian strategies in the Australian stock market," Working Papers 2014-02, University of Tasmania, Tasmanian School of Business and Economics, revised 13 May 2014.
  3. Alexeev, Vitali & Tapon, Francis, 2013. "What Australian investors need to know to diversity their portfolios," Working Papers 2013-17, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
  4. Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers 2013-16, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
  5. Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
  6. Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers 2012-09, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2012.
  7. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
  8. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
  1. Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016. "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 27, June.
  2. Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016. "Concurrent momentum and contrarian strategies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
  3. Vitali Alexeev & Mardi Dungey, 2015. "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
  4. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
  5. Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2014-01-24 2014-01-24 2014-01-24. Author is listed
  2. NEP-MST: Market Microstructure (2) 2010-08-14 2014-01-24. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2010-08-14
  4. NEP-ECM: Econometrics (1) 2010-07-24
  5. NEP-ETS: Econometric Time Series (1) 2010-07-24
  6. NEP-FMK: Financial Markets (1) 2010-08-14

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