Items where Author / Artist / Editor is "Kassimatis, Konstantinos"
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Article
Clark, Ephraim A., Deshmukh, Nitin 
ORCID: https://orcid.org/0000-0003-2038-8930, Güran, Celal Barkan and Kassimatis, Konstantinos
(2019)
Index tracking with utility enhanced weighting.
Quantitative Finance, 19
(11)
.
pp. 1893-1904.
ISSN 1469-7688
[Article]
(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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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. [Thesis]
