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Nikolaos Voukelatos

Personal Details

First Name:Nikolaos
Middle Name:
Last Name:Voukelatos
Suffix:
RePEc Short-ID:pvo138
[This author has chosen not to make the email address public]

Affiliation

Kent Business School
University of Kent

Canterbury, United Kingdom
http://www.kent.ac.uk/kbs/
RePEc:edi:bsukcuk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Christos Argyropoulos & Ekaterini Panopoulou & Nikolaos Voukelatos & Teng Zheng, 2022. "Hedge fund return predictability in the presence of model risk," The European Journal of Finance, Taylor & Francis Journals, vol. 28(18), pages 1892-1916, December.
  2. Ekaterini Panopoulou & Nikolaos Voukelatos, 2022. "Should hedge funds deviate from the benchmark?," Financial Management, Financial Management Association International, vol. 51(3), pages 767-795, September.
  3. Nikolaos Voukelatos, 2010. "The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(21), pages 1627-1638.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Christos Argyropoulos & Ekaterini Panopoulou & Nikolaos Voukelatos & Teng Zheng, 2022. "Hedge fund return predictability in the presence of model risk," The European Journal of Finance, Taylor & Francis Journals, vol. 28(18), pages 1892-1916, December.

    Cited by:

    1. Congming Mu & Jingzhou Yan & Jinqiang Yang, 2023. "Robust risk choice under high-water mark contract," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 295-322, July.

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