Daniel Giamouridis : Citation Profile


Are you Daniel Giamouridis?

Athens University of Economics and Business (AUEB)
City University
Groupe EDHEC (École de Hautes Études Commerciales du Nord)

5

H index

3

i10 index

79

Citations

RESEARCH PRODUCTION:

6

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 9
   Journals where Daniel Giamouridis has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi232
   Updated: 2020-01-15    RAS profile: 2013-06-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Giamouridis.

Is cited by:

darolles, serge (4)

Le Fol, Gaelle (4)

Galeano, Pedro (3)

Syriopoulos, Theodore (3)

BABALOS, VASSILIOS (2)

Skintzi, Vasiliki (2)

Agyei-Ampomah, Sam (2)

MAZIBAŞ, MURAT (2)

Sosvilla-Rivero, Simon (2)

Harris, Richard (2)

Martin, Franck (2)

Cites to:

Lo, Andrew (5)

Powell, Ronan (4)

Vrontos, Ioannis (4)

Jackwerth, Jens (3)

Shleifer, Andrei (3)

Alexander, Carol (3)

Dellaportas, Petros (3)

Titman, Sheridan (2)

Engle, Robert (2)

Carhart, Mark (2)

Lopez-de-Silanes, Florencio (2)

Main data


Where Daniel Giamouridis has published?


Journals with more than one article published# docs
Journal of Banking & Finance3

Recent works citing Daniel Giamouridis (2018 and 2017)


YearTitle of citing document
2017Why is investorsmutual fund market allocation far from the optimum?. (2017). Losada, Ramiro ; Laborda, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_65en.

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2018A note on the absolute moments of the bivariate normal distribution. (2018). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00492.

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2017The performance of long-serving fund managers. (2017). Clare, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:152-159.

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2019The performance of US bond mutual funds. (2019). Zhu, Sheng ; Sherman, Meadhbh ; O'Sullivan, Niall ; Clare, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:1-8.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2019Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood. (2019). Danbolt, JO ; Ntim, Collins G ; Tunyi, Abongeh A. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:1-20.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2017Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. (2017). Elyasiani, Elyas ; Mansur, Iqbal. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:49-65.

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2019The performance of Chinese equity funds: An extension of DGTW model. (2019). Paek, Miyoun ; Wang, Yaping ; Ko, Kwangsoo. In: Japan and the World Economy. RePEc:eee:japwor:v:51:y:2019:i:c:2.

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2019How does product market competition affect corporate takeover in an emerging economy?. (2019). Park, Kyung Suh ; Byun, Hee Sub ; Lee, Ji Hye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:26-45.

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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Adame-Garcia, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201702.

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2019An examination of ex ante fund performance: identifying indicators of future performance. (2019). Clare, Mariana. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00118-4.

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2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

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2018Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2017Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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Works by Daniel Giamouridis:


YearTitleTypeCited
2009Predicting European Takeover Targets In: European Financial Management.
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article9
2010REGULAR(IZED) HEDGE FUND CLONES In: Journal of Financial Research.
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article6
2007Hedge fund portfolio construction: A comparison of static and dynamic approaches In: Journal of Banking & Finance.
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article27
2008Hedge fund pricing and model uncertainty In: Journal of Banking & Finance.
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article21
2013Revisiting mutual fund performance evaluation In: Journal of Banking & Finance.
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article15
2012Revisiting Mutual Fund Performance Evaluation.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 15
paper
2006Evaluating hedge fund managers: A Bayesian investigation of skill and persistence In: Computing in Economics and Finance 2006.
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paper0
2005Inferring option-implied investors risk preferences In: Applied Financial Economics.
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article1

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