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Long-term dynamic asset allocation under asymmetric risk preferences

Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782

Persistent link: https://www.econbiz.de/10014456327

Loss aversion around the world : Empirical evidence from pension funds

Xie, Yuxin; Hwang, Soosung; Pantelous, Athanasios A. - In: Journal of banking & finance 88 (2018), pp. 52-62

Persistent link: https://www.econbiz.de/10011962581

Fast Quadratic Programming for Mean-Variance Portfolio Optimization

Kontosakos, Vasileios - 2020

In this paper, a vectorized quadratic convex optimization algorithm based on Matlab's quadprog built-in function is proposed. We target specifically a classic problem confronted by portfolio analysts, that of optimizing asset allocation when choosing among several asset classes, in the context...

Persistent link: https://www.econbiz.de/10012835688

Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework

Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675

Persistent link: https://www.econbiz.de/10003791242

Feedback trading : a review of theory and empirical evidence

Economou, Fotini; Gavriilidis, Konstantinos; Ge̜bka, … - In: Review of behavioral finance : RBF 15 (2023) 4, pp. 429-476

Persistent link: https://www.econbiz.de/10014340871

On the impact of style investing over institutional herding : evidence from a highly concentrated market

Gavriilidis, Konstantinos; Kallinterakis, Vasileios; … - In: Investment management and financial innovations 10 (2013) 4, pp. 27-42

Persistent link: https://www.econbiz.de/10010258448

Market states, expectations, sentiment and momentum : how naive are investors?

Galariotis, Emilios C.; Holmes, Philip; Kallinterakis, … - In: International review of financial analysis 32 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010461356

Do fund managers herd in frontier markets : and why?

Economou, Fotini; Gavriilidis, Konstantinos; … - In: International review of financial analysis 40 (2015), pp. 76-87

Persistent link: https://www.econbiz.de/10011475628

Do closed-end fund investors herd?

Cui, Yueting; Ge̜bka, Bartosz; Kallinterakis, Vasileios - In: Journal of banking & finance 105 (2019), pp. 194-206

Persistent link: https://www.econbiz.de/10012163843

The wisdom of the madness of crowds : investor herding, anti-herding, and stock-bond return correlation

Radi, Sherrihan; Ge̜bka, Bartosz; Kallinterakis, … - In: Journal of economic behavior & organization 224 (2024), pp. 966-995

Persistent link: https://www.econbiz.de/10014634625