Similar Search Results

Nonlinearity and the forward premium anomaly

Xanthopoulos, Apostolos - In: Journal of business & economics research 6 (2008) 7, pp. 113-127

Persistent link: https://www.econbiz.de/10003766868

Market value signal extraction and the misapplication of SFAS 133 in the US GSE's

Xanthopoulos, Apostolos - In: The journal of economic asymmetries 7 (2010) 2, pp. 57-75

Persistent link: https://www.econbiz.de/10009348392

Investor behavior before and after the financial crisis : accounting standards and risk appetite in fixed income investing

Xanthopoulos, Apostolos - In: Handbook of investors' behavior during financial crises, (pp. 29-57). 2017

Persistent link: https://www.econbiz.de/10011743008

Investment advising : pay-to-play, or capture?

Xanthopoulos, Apostolos - In: Spoudai : journal of economics and business 69 (2019) 3, pp. 75-110

In "Theory of Economic Regulation," Stigler introduces the ideas of demand for, and supply of regulation (Stigler, 1971). Similar to capture in regulation, consultants to institutional investors enhance the benefits of their own firms, create a loss in information ratio to their clients, and...

Persistent link: https://www.econbiz.de/10012172788

Market value signal extraction and the misapplication of SFAS 133 in the US GSE's

Xanthopoulos, Apostolos - In: The journal of economic asymmetries 7 (2010) 2, pp. 57-75

Persistent link: https://www.econbiz.de/10009958635

Nonlinearity and the forward premium anomaly

Xanthopoulos, Apostolos - In: Journal of business & economics research 6 (2008) 7, pp. 113-127

Persistent link: https://www.econbiz.de/10009886980

En-route to Greece : a market-capitalized vs. a government-run retirement system - comparison and chronological development

Xanthopoulos, Apostolos - In: Advancement in business analytics tools for higher …, (pp. 215-241). 2023

Persistent link: https://www.econbiz.de/10014364781

Investment advising: Pay-to-play, or capture?

Xanthopoulos, Apostolos - In: SPOUDAI - Journal of Economics and Business 69 (2019) 3, pp. 75-110

Persistent link: https://www.econbiz.de/10014477261

Unconstrained strategies and the variance-kurtosis trade-off

Kumiega, Andrew; Van Vliet, Benjamin; Xanthopoulos, … - In: Applied financial economics 24 (2014) 13/15, pp. 1051-1061

Persistent link: https://www.econbiz.de/10010415726

Unconstrained Strategies and the Variance-Kurtosis Trade-Off

Kumiega, Andrew - 2014

In this paper, we study unconstrained strategies through a re-specification of classic meanvariance utility and, as a reference implementation, a long-only strategy based on Canadian and U.S. bond markets. First, we capture the underlying economic forces that drive benchmark indices in the two...

Persistent link: https://www.econbiz.de/10013053021