Daniel Giamouridis
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Daniel |
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Giamouridis |
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Contact
Affiliations
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Athens University of Economics and Business (AUEB)
/ Department of Accounting and Finance (weight: 34%)
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City St George's
/ Bayes Business School (weight: 33%)
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Groupe EDHEC (École de Hautes Études Commerciales du Nord)
/ EDHEC-Risk (weight: 33%)
Research profile
author of:
- Predicting European Takeover Targets (repec:bla:eufman:v:15:y:2009:i:2:p:430-450)
by Gurvinder Brar & Daniel Giamouridis & Manolis Liodakis - The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective (repec:bla:eufman:v:20:y:2014:i:1:p:152-178)
by Daniel Giamouridis & Chris Montagu - Dynamic Asset Allocation with Liabilities (repec:bla:eufman:v:23:y:2017:i:2:p:254-291)
by Daniel Giamouridis & Athanasios Sakkas & Nikolaos Tessaromatis - Regular(Ized) Hedge Fund Clones (repec:bla:jfnres:v:33:y:2010:i:3:p:223-247)
by Daniel Giamouridis & Sandra Paterlini - Hedge fund portfolio construction: A comparison of static and dynamic approaches (repec:eee:jbfina:v:31:y:2007:i:1:p:199-217)
by Giamouridis, Daniel & Vrontos, Ioannis D. - Hedge fund pricing and model uncertainty (repec:eee:jbfina:v:32:y:2008:i:5:p:741-753)
by Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel - Revisiting mutual fund performance evaluation (repec:eee:jbfina:v:37:y:2013:i:5:p:1759-1776)
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos - Unbundling common style exposures, time variance and style timing of hedge fund beta (repec:pal:assmgt:v:11:y:2010:i:1:d:10.1057_jam.2010.2)
by Rodrigo Dupleich & Daniel Giamouridis & Spyros Mesomeris & Nima Noorizadeh - Revisiting Mutual Fund Performance Evaluation (repec:pra:mprapa:36644)
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos - Estimation risk in financial risk management: a correction (repec:rsk:journ4:2161002)
by Daniel Giamouridis - Evaluating hedge fund managers: A Bayesian investigation of skill and persistence (repec:sce:scecfa:487)
by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel - Inferring option-implied investors' risk preferences (repec:taf:apfiec:v:15:y:2005:i:7:p:479-488)
by Daniel Giamouridis - Systematic Investment Strategies (repec:taf:ufajxx:v:73:y:2017:i:4:p:10-14)
by Daniel Giamouridis - Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach (repec:wly:jfutmk:v:22:y:2002:i:1:p:1-30)
by Dimitris Flamouris & Daniel Giamouridis - Approximate basket option valuation for a simplified jump process (repec:wly:jfutmk:v:27:y:2007:i:9:p:819-837)
by Dimitris Flamouris & Daniel Giamouridis - A comparison of alternative approaches for determining the downside risk of hedge fund strategies (repec:wly:jfutmk:v:29:y:2009:i:3:p:244-269)
by Daniel Giamouridis & Ioanna Ntoula