Predicting European takeover targets G Brar, D Giamouridis, M Liodakis European Financial Management 15 (2), 430-450, 2009 | 124 | 2009 |
Hedge fund portfolio construction: A comparison of static and dynamic approaches D Giamouridis, ID Vrontos Journal of Banking & Finance 31 (1), 199-217, 2007 | 123 | 2007 |
Revisiting Mutual Fund Performance Evaluation T Angelidis, D Giamouridis, N Tessaromatis Journal of Banking & Finance 37 (5), 1759-1776, 2013 | 95 | 2013 |
Hedge fund pricing and model uncertainty SD Vrontos, ID Vrontos, D Giamouridis Journal of Banking & Finance 32 (5), 741-753, 2008 | 71 | 2008 |
Estimating implied PDFs from American options on futures: a new semiparametric approach D Flamouris, D Giamouridis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 49 | 2002 |
Regular (ized) hedge fund clones D Giamouridis, S Paterlini Journal of Financial Research 33 (3), 223-247, 2010 | 32 | 2010 |
The informational content of financial options for quantitative asset management: A review D Giamouridis, GS Skiadopoulos HANDBOOK OF QUANTITIVE ASSET MANAGEMENT, B. Scherer, K. Winston, ed., Oxford …, 2009 | 29 | 2009 |
Approximate basket option valuation for a simplified jump process D Flamouris, D Giamouridis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 29* | 2007 |
A comparison of alternative approaches for determining the downside risk of hedge fund strategies D Giamouridis, I Ntoula Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 27 | 2009 |
Dynamic asset allocation with liabilities D Giamouridis, A Sakkas, N Tessaromatis European Financial Management 23 (2), 254-291, 2017 | 22 | 2017 |
Estimation risk in financial risk management: A correction D Giamouridis The Journal of Risk 8 (4), 121, 2006 | 20 | 2006 |
Inferring option-implied investors' risk preferences D Giamouridis Applied Financial Economics 15 (7), 479-488, 2005 | 19* | 2005 |
The relation between return and volatility in the commodity markets D Giamouridis, M Tamvakis Journal of Alternative Investments 22 (1), 54-62, 2001 | 19 | 2001 |
A risk-oriented model for factor timing decisions KL Miller, H Li, TG Zhou, D Giamouridis Journal of Portfolio Management 41 (3), 46, 2015 | 18 | 2015 |
Asymptotic distribution expansions in option pricing D Giamouridis, M Tamvakis Journal of Derivatives 9 (4), 33, 2002 | 17 | 2002 |
Systematic investment strategies D Giamouridis Financial Analysts Journal 73 (4), 10-14, 2017 | 16 | 2017 |
The sophisticated and the simple: The profitability of contrarian strategies from a Portfolio Manager's perspective D Giamouridis, C Montagu European Financial Management 20 (1), 152-178, 2014 | 15 | 2014 |
Unbundling common style exposures, time variance and style timing of hedge fund beta R Dupleich, D Giamouridis, S Mesomeris, N Noorizadeh Journal of Asset Management 11, 19-30, 2010 | 14 | 2010 |
Short-term persistence in Greek mutual fund performance D Giamouridis, K Sakellariou Available at SSRN 1080912, 2008 | 11 | 2008 |
Size rotation in the US equity market KL Miller, C Ooi, H Li, D Giamouridis Journal of Portfolio Management 39 (2), 116, 2013 | 10 | 2013 |