Antonios Antypas

University of Piraeus - Department of Banking and Financial Management

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

SCHOLARLY PAPERS

3

DOWNLOADS

623

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Selectivity, Market Timing and the Morningstar Star-Rating System

CESifo Working Paper Series No. 2580, DIW Berlin Discussion Paper No. 874
Number of pages: 27 Posted: 16 Mar 2009
University of Piraeus - Department of Banking and Financial Management, Brunel University London - Department of Economics and Finance, University of Piraeus, Department of Banking and Financial Management and University of Piraeus - Department of Banking and Financial Management
Downloads 538 (62,883)
Citation 2

Abstract:

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mutual fund, Morningstar Star-Rating System, CAPM, conditional and unconditional portfolio performance evaluation

2.

Aggregational Gaussianity and Barely Infinite Variance in Financial Returns

Number of pages: 22 Posted: 01 Aug 2012
Antonios Antypas, Phoebe Koundouri and Nikolaos Kourogenis
University of Piraeus - Department of Banking and Financial Management, Athens University of Economics and Business - Department of International and European Economic Studies and University of Piraeus, Department of Banking and Financial Management
Downloads 68 (401,037)
Citation 2

Abstract:

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Aggregational Gausianity, infinite variance, FIGARCH, financial returns

3.

Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification

CESifo Working Paper No. 7969
Number of pages: 27 Posted: 12 Dec 2019
University of Piraeus - Department of Banking and Financial Management, Brunel University London - Department of Economics and Finance, University of Piraeus, Department of Banking and Financial Management and University of Piraeus - Department of Banking and Financial Management
Downloads 17 (643,106)

Abstract:

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conditional CAPM, time-varying beta, cointegration, Morningstar star-rating system