Items where Author / Artist / Editor is "Kassimatis, Konstantinos"

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Number of items: 9.

Article

Clark, Ephraim A., Deshmukh, Nitin ORCID: https://orcid.org/0000-0003-2038-8930, G├╝ran, Celal Barkan and Kassimatis, Konstantinos (2019) Index tracking with utility enhanced weighting. Quantitative Finance . ISSN 1469-7688 (Published online first) (doi:10.1080/14697688.2019.1605189)

Clark, Ephraim A. and Kassimatis, Konstantinos (2015) Macroeconomic effects on emerging-markets sovereign credit spreads. Journal of Financial Stability, 20 . pp. 1-13. ISSN 1572-3089 (doi:10.1016/j.jfs.2015.06.002)

Clark, Ephraim A. and Kassimatis, Konstantinos (2014) Exploiting stochastic dominance to generate abnormal stock returns. Journal of Financial Markets, 20 . pp. 20-38. ISSN 1386-4181 (doi:10.1016/j.finmar.2014.05.002)

Clark, Ephraim A. and Kassimatis, Konstantinos (2013) International equity flows, marginal conditional stochastic dominance, and diversification. Review of Quantitative Finance and Accounting, 40 (2). pp. 251-271. ISSN 0924-865X (doi:10.1007/s11156-012-0277-0)

Clark, Ephraim A. and Kassimatis, Konstantinos (2012) An empirical analysis of marginal conditional stochastic dominance. Journal of Banking & Finance, 36 (4). pp. 1144-1151. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2011.11.006)

Clark, Ephraim A. and Kassimatis, Konstantinos (2011) An alternative measure of the world market portfolio: determinants, efficiency, and information content. Journal of International Money and Finance, 30 (5). pp. 724-748. ISSN 0261-5606 (doi:10.1016/j.jimonfin.2011.05.005)

Belghitar, Yacine, Clark, Ephraim A. and Kassimatis, Konstantinos (2011) The prudential effect of strategic institutional ownership on stock performance. International Review of Financial Analysis, 20 (4). pp. 191-199. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.04.002)

Clark, Ephraim A. and Kassimatis, Konstantinos (2004) Country financial risk and stock market performance: the case of Latin America. Journal of economics and business., 56 (1). pp. 21-41. ISSN 0148-6195 (doi:10.1016/j.jeconbus.2003.03.001)

Thesis

Kassimatis, Konstantinos (2000) Stock market development and economic growth in emerging economies. PhD thesis, Middlesex University.

This list was generated on Fri Nov 22 05:07:55 2019 GMT.