Daniel Giamouridis : Citation Profile

Athens University of Economics and Business (AUEB) (34% share)
City St George's (33% share)
Groupe EDHEC (École de Hautes Études Commerciales du Nord) (33% share)

6

H index

5

i10 index

158

Citations

RESEARCH PRODUCTION:

14

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 10
   Journals where Daniel Giamouridis has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi232
   Updated: 2025-12-13    RAS profile: 2025-11-30    
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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:

Novak, Jiri (6)

Havranek, Tomas (6)

Irsova, Zuzana (6)

Le Fol, Gaelle (4)

Mateus, Cesario (4)

Paterlini, Sandra (4)

darolles, serge (4)

Giuzio, Margherita (3)

Galeano, Pedro (3)

SYRIOPOULOS, THEODOROS (3)

Syriopoulos, Theodore (3)

Cites to:

Campbell, John (18)

Viceira, Luis (10)

Lo, Andrew (6)

wermers, russell (5)

French, Kenneth (5)

Fama, Eugene (5)

Shleifer, Andrei (4)

Powell, Ronan (4)

Jackwerth, Jens (4)

merton, robert (4)

Vrontos, Ioannis (4)

Main data

Where Daniel Giamouridis has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Futures Markets3
European Financial Management3

Recent works citing Daniel Giamouridis (2025 and 2024)

YearTitle of citing document
2024Sparse Portfolio Selection via Topological Data Analysis based Clustering. (2024). Pasricha, Puneet ; Filipovi, Damir ; Goel, Anubha. In: Papers. RePEc:arx:papers:2401.16920.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024Information leakage prior to market switches and the importance of Nominated Advisers. (2024). Tsalavoutas, Ioannis ; Synapis, Angelos ; Siganos, Antonios. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002257.

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2024Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Investor traps: Funds launched during booms. (2024). Liu, Xinxin ; Xu, Quanyi ; Qin, Qirui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746.

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2024The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings. (2024). Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001375.

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2025Downside risk and hedge fund returns. (2025). Panopoulou, Ekaterini ; Argyropoulos, Christos ; Vrontos, Spyridon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002590.

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2025The components of tracking error, interim trading and mutual fund performance. (2025). de Mingo-Lpez, Diego Vctor ; Matalln-Sez, Juan Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000371.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn_v1.

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2024A century of asset allocation crash risk. (2024). Sorokina, Nonna ; Samonov, Mikhail. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00355-2.

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2025Sparse graphical modelling for global minimum variance portfolio. (2025). Sobczyk, Piotr ; Riccobello, Riccardo ; Bonaccolto, Giovanni ; Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Magorzata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00535-4.

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2025“Does institutional shareholder activism benefit the monitoring firm?”. (2025). Anvekar, Priyanka ; Kumar, Kiran. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00587-7.

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2025Can Hedge Funds Predict Takeover Offers and Outcomes?—The Influence of Hedge Fund Ownership on Takeover Likelihood and Offer Success. (2025). Althammer, Wilhelm ; Schwetzler, Bernhard ; Uhlenkamp, Lisa M. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:2:d:10.1007_s41471-025-00211-y.

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2024Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086.

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2024Takeover in Europe: Target characteristics and acquisition likelihood. (2024). Meghouar, Hicham. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2588-2606.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:289497.

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Works by Daniel Giamouridis:

YearTitleTypeCited
2009Predicting European Takeover Targets In: European Financial Management.
[Full Text][Citation analysis]		article25
2014The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Managers Perspective In: European Financial Management.
[Full Text][Citation analysis]		article0
2017Dynamic Asset Allocation with Liabilities In: European Financial Management.
[Full Text][Citation analysis]		article5
2010REGULAR(IZED) HEDGE FUND CLONES In: Journal of Financial Research.
[Full Text][Citation analysis]		article11
2007Hedge fund portfolio construction: A comparison of static and dynamic approaches In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2008Hedge fund pricing and model uncertainty In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2013Revisiting mutual fund performance evaluation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2012Revisiting Mutual Fund Performance Evaluation.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2010Unbundling common style exposures, time variance and style timing of hedge fund beta In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
Estimation risk in financial risk management: a correction In: Journal of Risk.
[Full Text][Citation analysis]		article0
2006Evaluating hedge fund managers: A Bayesian investigation of skill and persistence In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2005Inferring option-implied investors risk preferences In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2017Systematic Investment Strategies In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2002Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2007Approximate basket option valuation for a simplified jump process In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2009A comparison of alternative approaches for determining the downside risk of hedge fund strategies In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team