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NIKOLAOS TESSAROMATIS
NIKOLAOS TESSAROMATIS
professor of finance edhec business school
在 edhec.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Revisiting mutual fund performance evaluation
T Angelidis, D Giamouridis, N Tessaromatis
Journal of Banking & Finance 37 (5), 1759-1776, 2013
952013
Idiosyncratic volatility and equity returns: UK evidence
T Angelidis, N Tessaromatis
International Review of Financial Analysis 17 (3), 539-556, 2008
652008
Idiosyncratic risk matters! A regime switching approach
T Angelidis, N Tessaromatis
International Review of Economics & Finance 18 (1), 132-141, 2009
522009
Stock market dispersion, the business cycle and expected factor returns
T Angelidis, A Sakkas, N Tessaromatis
Journal of Banking & Finance 59, 265-279, 2015
422015
Factor based commodity investing
A Sakkas, N Tessaromatis
Journal of Banking & Finance 115, 105807, 2020
382020
Global equity country allocation: An application of factor investing
T Angelidis, N Tessaromatis
Financial Analysts Journal 73 (4), 55-73, 2017
342017
Stock market sensitivity to interest rates and inflation
N Tessaromatis
Available at SSRN 392589, 2003
342003
The efficiency of Greek public pension fund portfolios
T Angelidis, N Tessaromatis
Journal of Banking & Finance 34 (9), 2158-2167, 2010
322010
Does idiosyncratic risk matter? Evidence from European stock markets
T Angelidis, N Tessaromatis
Applied Financial Economics 18 (2), 125-137, 2008
282008
Herding behavior in the Athens stock exchange
N Tessaromatis, V Thomas
Investment Management and Financial Innovations, 156-164, 2009
252009
Dynamic asset allocation with liabilities
D Giamouridis, A Sakkas, N Tessaromatis
European Financial Management 23 (2), 254-291, 2017
232017
Style rotation strategies: Issues of implementation
M Levis, N Tessaromatis
Journal of Portfolio Management, Forthcoming, Cass Business School Research …, 2003
192003
Volatility in currency markets
CI Kazantzis, NP Tessaromatis
Managerial Finance 27 (6), 1-22, 2001
192001
Global style portfolios based on country indices
T Angelidis, N Tessaromatis
172014
Money supply announcements and real interest rates: Evidence from the UK index-linked bond market
N Tessaromatis
Journal of Banking & Finance 14 (2-3), 637-648, 1990
141990
Equity returns and idiosyncratic volatility: UK evidence
T Angelidis, N Tessaromatis
SSRN, 2005
122005
Global portfolio management under state dependent multiple risk premia
T Angelidis, N Tessaromatis
Proceedings of Economics and Finance Conferences, 2014
82014
Money supply announcements and stock prices: the UK evidence
ΝΠ Τεσσαρομάτης, ΠΕ Τριανταφύλλου
SPOUDAI-Journal of Economics and Business 41 (4), 408-419, 1991
81991
The role of commodities in strategic asset allocation
D Giamouridis, A Sakkas, N Tessaromatis
27th Australasian Finance and Banking Conference, 2014
42014
Forecasting the long-term equity premium for asset allocation
A Sakkas, N Tessaromatis
Financial Analysts Journal 78 (3), 9-29, 2022
32022
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