Follow
Daniel Giamouridis
Daniel Giamouridis
Bank of America Securities
Verified email at bofa.com
Title
Cited by
Cited by
Year
Predicting European takeover targets
G Brar, D Giamouridis, M Liodakis
European Financial Management 15 (2), 430-450, 2009
1232009
Hedge fund portfolio construction: A comparison of static and dynamic approaches
D Giamouridis, ID Vrontos
Journal of Banking & Finance 31 (1), 199-217, 2007
1232007
Revisiting Mutual Fund Performance Evaluation
T Angelidis, D Giamouridis, N Tessaromatis
Journal of Banking & Finance 37 (5), 1759-1776, 2013
952013
Hedge fund pricing and model uncertainty
SD Vrontos, ID Vrontos, D Giamouridis
Journal of Banking & Finance 32 (5), 741-753, 2008
702008
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
482002
Regular (ized) hedge fund clones
D Giamouridis, S Paterlini
Journal of Financial Research 33 (3), 223-247, 2010
322010
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
292009
Approximate basket option valuation for a simplified jump process
D Flamouris, D Giamouridis
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
28*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
272009
Dynamic asset allocation with liabilities
D Giamouridis, A Sakkas, N Tessaromatis
European Financial Management 23 (2), 254-291, 2017
212017
Estimation risk in financial risk management: A correction
D Giamouridis
The Journal of Risk 8 (4), 121, 2006
202006
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
192001
A risk-oriented model for factor timing decisions
KL Miller, H Li, TG Zhou, D Giamouridis
Journal of Portfolio Management 41 (3), 46, 2015
182015
Asymptotic distribution expansions in option pricing
D Giamouridis, M Tamvakis
Journal of Derivatives 9 (4), 33, 2002
172002
Systematic investment strategies
D Giamouridis
Financial Analysts Journal 73 (4), 10-14, 2017
162017
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
142014
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
142010
Short-term persistence in Greek mutual fund performance
D Giamouridis, K Sakellariou
Available at SSRN 1080912, 2008
112008
Size rotation in the US equity market
KL Miller, C Ooi, H Li, D Giamouridis
Journal of Portfolio Management 39 (2), 116, 2013
102013
The system can't perform the operation now. Try again later.
Articles 1–20