Article

Meligkotsidou, L and Panopoulou, E and Vrontos, ID and Vrontos, SD (2014) 'A quantile regression approach to equity premium prediction.' Journal of Forecasting, 33 (7). 558 - 576. ISSN 0277-6693

Vrontos, ID and Meligkotsidou, L and Vrontos, SD (2011) 'Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility.' Journal of Asset Management, 12 (4). 292 - 307. ISSN 1470-8272

Meligkotsidou, L and Vrontos, ID and Vrontos, SD (2009) 'Quantile regression analysis of hedge fund strategies.' Journal of Empirical Finance, 16 (2). 264 - 279. ISSN 0927-5398

Vrontos, SD and Vrontos, ID and Giamouridis, D (2008) 'Hedge fund pricing and model uncertainty.' Journal of Banking and Finance, 32 (5). 741 - 753. ISSN 0378-4266