Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Apostolos Kourtis"'
Publikováno v:
Materials Proceedings, Vol 5, Iss 1, p 135 (2022)
High purity magnesia refractories have been tested for their resistance to iron-rich converter slags of ferronickel production. Laboratory tests were performed using crucibles made from magnesia refractories filled with slag at temperatures up to 170
Externí odkaz:
https://doaj.org/article/72dc0008a22a49b1ba4e244b9d26cc0b
Autor:
Rafaella Aikaterini Megaloudi, Apostolos Kourtis, Paschalis Oustadakis, Evangelos Tzamos, Dimitrios Dimitriadis, Anthimos Xenidis
Publikováno v:
Materials Proceedings, Vol 5, Iss 1, p 130 (2022)
The extraction of antimony and arsenic from galena concentrates by leaching with strongly alkaline sodium sulphide solution are investigated. The effects of leaching parameters including sodium sulphide and sodium hydroxide concentrations in the leac
Externí odkaz:
https://doaj.org/article/39dd75d9b168477d984ae66688005a1a
Publikováno v:
International Journal of Finance & Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8fc62de2693c028a3c51fb9954881c69
https://doi.org/10.1002/ijfe.2728
https://doi.org/10.1002/ijfe.2728
Publikováno v:
International Journal of Finance & Economics.
We shed light on the drivers and consequences of turnover in human resources for the UK football industry. We employ an event study using daily panel data of player transfers for a group of listed UK football clubs. Our results suggest asymmetric wea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dcb3d4b6337d6ff67973fc96af56ac0
https://doi.org/10.1002/ijfe.2558
https://doi.org/10.1002/ijfe.2558
Publikováno v:
SSRN Electronic Journal.
Despite half a century of research, we still do not know the best way to model skewness of financial returns. We address this question by comparing the predictive ability and associated portfolio performance of several prominent skewness models in a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7c9078894b5a766f73778513c740594
https://doi.org/10.2139/ssrn.3708200
https://doi.org/10.2139/ssrn.3708200
Publikováno v:
Journal of Banking & Finance. 96:153-168
We compare the performance of popular covariance forecasting models in the context of a portfolio of major European equity indices. We find that models based on high-frequency data offer a clear advantage in terms of statistical accuracy. They also y
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8a1b32af6b75785e645ab53fe545f85c
https://doi.org/10.1016/j.jbankfin.2018.08.013
https://doi.org/10.1016/j.jbankfin.2018.08.013
Autor:
Apostolos Kourtis
Publikováno v:
Journal of Empirical Finance. 28:104-117
This paper investigates the uncertainty about the trading costs associated with a given portfolio strategy. I derive accurate approximations of the ex ante probability distributions of proportional trading costs and portfolio turnover under the conve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81e92ecf159a754bb9f55b2268681a24
https://doi.org/10.1016/j.jempfin.2014.06.005
https://doi.org/10.1016/j.jempfin.2014.06.005
Autor:
Apostolos Kourtis
Investors often adopt mean–variance efficient portfolios for achieving superior risk-adjusted returns. However, such portfolios are sensitive to estimation errors, which affect portfolio performance. To understand the impact of estimation errors, I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42d556d2d6ca3725e0a4b851cce31aad
https://ueaeprints.uea.ac.uk/id/eprint/57749/
https://ueaeprints.uea.ac.uk/id/eprint/57749/
Publikováno v:
Journal of Banking & Finance. 36:2522-2531
The estimation of the inverse covariance matrix plays a crucial role in optimal portfolio choice. We propose a new estimation framework that focuses on enhancing portfolio performance. The framework applies the statistical methodology of shrinkage di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b1239f20a314b2f67860b6d5fdb4491
https://doi.org/10.1016/j.jbankfin.2012.05.005
https://doi.org/10.1016/j.jbankfin.2012.05.005
Publikováno v:
International Review of Financial Analysis. 22:30-37
Variations in fine wine prices can be prominent and have widespread economic and financial implications. Although fine wine investments are dominated by French wines, we demonstrate that significant international diversification benefits exist for in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::56914580c0328f0416c035968154f32e
https://doi.org/10.1016/j.irfa.2012.02.001
https://doi.org/10.1016/j.irfa.2012.02.001