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Stock market dispersion, the business cycle and expected factor returns
Angelidis, Timotheos
;
Sakkas, Athanasios
;
Tessaromatis, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 265-279
Persistent link: https://www.econbiz.de/10011544528
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2
The disappearing profitability of volatility-managed equity factors
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466364
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3
Predicting commodity returns : time series vs. cross sectional prediction models
Angelidis, Timotheos
;
Sakkas, Athanasios
;
Tessaromatis, …
- In:
Journal of commodity markets : JCM
38
(
2025
),
pp. 1-39
Persistent link: https://www.econbiz.de/10015426549
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4
Dynamic asset allocation with liabilities
Giamouridis, Daniel
;
Sakkas, Athanasios
;
Tessaromatis, …
- In:
European financial management : the journal of the …
23
(
2017
)
2
,
pp. 254-291
Persistent link: https://www.econbiz.de/10011713544
Saved in:
5
Forecasting the long-term equity premium for asset allocation
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Financial analysts journal : FAJ
78
(
2022
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10013362696
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6
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
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7
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
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8
The economic gain of being small in the mutual fund industry : US and international evidence
Angelidis, Timotheos
;
Babalos, Vassilios
;
Fessas, Michalis
- In:
International review of financial analysis
77
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012806580
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9
Climate uncertainty and marginal climate capital needs
Angelidis, Timotheos
;
Sakkas, Athanasios
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473603
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10
World ESG performance and economic activity
Angelidis, Timotheos
;
Michairinas, Athanasios
;
Sakkas, …
- In:
Journal of international financial markets, …
93
(
2024
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014584017
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