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Value at Risk (VaR) historical approach : could it be more historical and representative of the real financial risk environment?

Vasileiou, Evangelos - In: Theoretical economics letters 7 (2017) 4, pp. 951-974

Persistent link: https://www.econbiz.de/10011707420

Is the turn of the month an anomaly on which an investment strategy could be based? : evidence from Bitcoin and Ethereum

Vasileiou, Evangelos - In: International journal of banking, accounting and … 13 (2023) 3, pp. 388-402

Persistent link: https://www.econbiz.de/10014232299

Inaccurate value at risk estimations : bad modeling or inappropriate data?

Vasileiou, Evangelos - In: Computational economics 59 (2022) 3, pp. 1155-1171

Persistent link: https://www.econbiz.de/10013169235

Benefits and drawbacks of the cost average plan as an alternative investment strategy in EMU countries

Vasileiou, Evangelos; Hadad, Elroi - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

This study explores long-term investment strategies for individuals in European countries who have limited initial capital and may have no expertise in financial economics. We compare three strategies-Cost Average Plan (CAP), Bank Deposits Plan (BDP), and Buy and Hold (BnH)-by analyzing their...

Persistent link: https://www.econbiz.de/10015193095

Risk spillovers and optimal hedging in commodity ETFs : a TVP-VAR Approach

Hadad, Elroi; Malhotra, Davinder Kumar; Vasileiou, Evangelos - In: Finance research letters 70 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015194202