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Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia; Vrontos, Ioannis D.; Vrontos, … - In: Journal of empirical finance 16 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
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Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.; Vrontos, Ioannis D.; Giamouridis, … - In: Journal of banking & finance 32 (2008) 5, pp. 741-753
Persistent link: https://www.econbiz.de/10003702734
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Performance evaluation of mutual fund investments : the impact of non-normality and time-varying volatility
Vrontos, Ioannis D.; Meligkotsidou, Loukia; Vrontos, … - In: The journal of asset management 12 (2011) 4, pp. 292-307
Persistent link: https://www.econbiz.de/10009303901
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A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: Journal of forecasting 33 (2014) 7, pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
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Hedge fund return predictability : to combine forecasts or combine information?
Panopulu, Aikaterinē; Vrontos, Spyridon D. - 2014
Persistent link: https://www.econbiz.de/10010355719
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A quantile regression approach to equity premium prediction
Panopulu, Aikaterinē; Meligkotsidou, Loukia; Vrontos, … - 2013
Persistent link: https://www.econbiz.de/10010356003
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Asset-liability management for pension funds in a time-varying volatility environment
Vrontos, Spyridon D.; Vrontos, Ioannis D.; … - In: The journal of asset management 14 (2013) 5, pp. 306-333
Persistent link: https://www.econbiz.de/10010237937
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Quantile forecast combinations in realised volatility prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - 2015
Persistent link: https://www.econbiz.de/10011453994
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A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - 2014
Persistent link: https://www.econbiz.de/10010469229
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Design of Optimal Bonus-Malus Systems with a Frequency and a Severity Component Using Finite Mixture Models
Tzougas, George - 2013
An optimal Bonus-Malus System (BMS) based on both the number of accidents and the severity of each accident was developed by Frangos and Vrontos (2001). In this paper we extend the work of Frangos and Vrontos (2001), Lemaire (1995) and Dionne and Vannasse (1989, 1992) using finite mixture...
Persistent link: https://www.econbiz.de/10013089477