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Items where Author is "Vrontos, Ioannis D"

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Number of items: 5.

Article

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) 'Out-of-sample equity premium prediction: a complete subset quantile regression approach.' The European Journal of Finance, 27 (1-2). pp. 110-135. ISSN 1351-847X

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2014) 'A Quantile Regression Approach to Equity Premium Prediction.' Journal of Forecasting, 33 (7). pp. 558-576. ISSN 0277-6693

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

Meligkotsidou, Loukia and Vrontos, Ioannis D and Vrontos, Spyridon D (2009) 'Quantile regression analysis of hedge fund strategies.' Journal of Empirical Finance, 16 (2). pp. 264-279. ISSN 0927-5398

Vrontos, Spyridon D and Vrontos, Ioannis D and Giamouridis, Daniel (2008) 'Hedge fund pricing and model uncertainty.' Journal of Banking & Finance, 32 (5). pp. 741-753. ISSN 0378-4266

This list was generated on Sat Aug 13 00:50:21 2022 BST.