Revisiting mutual fund performance evaluation T Angelidis, D Giamouridis, N Tessaromatis Journal of Banking & Finance 37 (5), 1759-1776, 2013 | 95 | 2013 |
Idiosyncratic volatility and equity returns: UK evidence T Angelidis, N Tessaromatis International Review of Financial Analysis 17 (3), 539-556, 2008 | 65 | 2008 |
Idiosyncratic risk matters! A regime switching approach T Angelidis, N Tessaromatis International Review of Economics & Finance 18 (1), 132-141, 2009 | 52 | 2009 |
Stock market dispersion, the business cycle and expected factor returns T Angelidis, A Sakkas, N Tessaromatis Journal of Banking & Finance 59, 265-279, 2015 | 42 | 2015 |
Factor based commodity investing A Sakkas, N Tessaromatis Journal of Banking & Finance 115, 105807, 2020 | 38 | 2020 |
Global equity country allocation: An application of factor investing T Angelidis, N Tessaromatis Financial Analysts Journal 73 (4), 55-73, 2017 | 34 | 2017 |
Stock market sensitivity to interest rates and inflation N Tessaromatis Available at SSRN 392589, 2003 | 34 | 2003 |
The efficiency of Greek public pension fund portfolios T Angelidis, N Tessaromatis Journal of Banking & Finance 34 (9), 2158-2167, 2010 | 32 | 2010 |
Does idiosyncratic risk matter? Evidence from European stock markets T Angelidis, N Tessaromatis Applied Financial Economics 18 (2), 125-137, 2008 | 28 | 2008 |
Herding behavior in the Athens stock exchange N Tessaromatis, V Thomas Investment Management and Financial Innovations, 156-164, 2009 | 25 | 2009 |
Dynamic asset allocation with liabilities D Giamouridis, A Sakkas, N Tessaromatis European Financial Management 23 (2), 254-291, 2017 | 23 | 2017 |
Style rotation strategies: Issues of implementation M Levis, N Tessaromatis Journal of Portfolio Management, Forthcoming, Cass Business School Research …, 2003 | 19 | 2003 |
Volatility in currency markets CI Kazantzis, NP Tessaromatis Managerial Finance 27 (6), 1-22, 2001 | 19 | 2001 |
Global style portfolios based on country indices T Angelidis, N Tessaromatis | 17 | 2014 |
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 | 14 | 1990 |
Equity returns and idiosyncratic volatility: UK evidence T Angelidis, N Tessaromatis SSRN, 2005 | 12 | 2005 |
Global portfolio management under state dependent multiple risk premia T Angelidis, N Tessaromatis Proceedings of Economics and Finance Conferences, 2014 | 8 | 2014 |
Money supply announcements and stock prices: the UK evidence ΝΠ Τεσσαρομάτης, ΠΕ Τριανταφύλλου SPOUDAI-Journal of Economics and Business 41 (4), 408-419, 1991 | 8 | 1991 |
The role of commodities in strategic asset allocation D Giamouridis, A Sakkas, N Tessaromatis 27th Australasian Finance and Banking Conference, 2014 | 4 | 2014 |
Forecasting the long-term equity premium for asset allocation A Sakkas, N Tessaromatis Financial Analysts Journal 78 (3), 9-29, 2022 | 3 | 2022 |