Nikolaos Tessaromatis - Publications, H-index & Citations

Nikolaos Tessaromatis

universite catholique de lille

13H指数

37论文数

426被引数

收录论文 9

发表时间

Volatility Carry Strategies Across Global Asset Classes 全球资产类别中的波动率套利策略

Financial Analysts Journal

IF2.2

2026-09-21

PREAI

Walid Khalfallah; Nikolaos Tessaromatis

Predicting commodity returns: Time series vs. cross sectional prediction models 预测商品回报：时间序列与横截面预测模型

JOURNAL OF COMMODITY MARKETS

IF4.5

2025-06-01

PREAI

Angelidis, Timotheos; Sakkas, Athanasios; Tessaromatis, Nikolaos

Forecasting the Long-Term Equity Premium for Asset Allocation

FINANCIAL ANALYSTS JOURNAL

IF2.2

2022-06-17

PREAI

Sakkas, Athanasios; Tessaromatis, Nikolaos

Factor based commodity investing 基于因素的商品投资

JOURNAL OF BANKING & FINANCE

IF3.8

2020-06-01

OAAI

Sakkas, Athanasios; Tessaromatis, Nikolaos

Global Equity Country Allocation: An Application of Factor Investing

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-26

PREAI

Angelidis, Timotheos; Tessaromatis, Nikolaos

Stock market dispersion, the business cycle and expected factor returns 股市离散度、商业周期与预期因子收益

JOURNAL OF BANKING & FINANCE

IF3.8

2015-10-01

OAAI

Angelidis, Timotheos; Sakkas, Athanasios; Tessaromatis, Nikolaos

Revisiting mutual fund performance evaluation

JOURNAL OF BANKING & FINANCE

IF3.8

2013-05-01

OAAI

Angelidis, Timotheos; Giamouridis, Daniel; Tessaromatis, Nikolaos

The efficiency of Greek public pension fund portfolios

JOURNAL OF BANKING & FINANCE

IF3.8

2010-09-01

PREAI

Angelidis, Timotheos; Tessaromatis, Nikolaos

MONEY SUPPLY ANNOUNCEMENTS AND REAL INTEREST-RATES - EVIDENCE FROM THE UK INDEX-LINKED BOND MARKET

JOURNAL OF BANKING & FINANCE

IF3.8

1990-08-01

OAAI

TESSAROMATIS, N

研究方向