Details about Daniel Giamouridis

Access statistics for papers by Daniel Giamouridis.

Last updated 2025-11-30. Update your information in the RePEc Author Service.

Short-id: pgi232

Working Papers

2012

1. Revisiting Mutual Fund Performance Evaluation
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Revisiting mutual fund performance evaluation, Journal of Banking & Finance, Elsevier (2013) View citations (36) (2013)

2006

2. Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
   Computing in Economics and Finance 2006, Society for Computational Economics

Journal Articles

2017

1. Dynamic Asset Allocation with Liabilities
   European Financial Management, 2017, 23, (2), 254-291 View citations (5)
2. Systematic Investment Strategies
   Financial Analysts Journal, 2017, 73, (4), 10-14

2014

3. The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective
   European Financial Management, 2014, 20, (1), 152-178

2013

4. Revisiting mutual fund performance evaluation
   Journal of Banking & Finance, 2013, 37, (5), 1759-1776 View citations (36)
   See also Working Paper Revisiting Mutual Fund Performance Evaluation, MPRA Paper (2012) View citations (1) (2012)

2010

5. REGULAR(IZED) HEDGE FUND CLONES
   Journal of Financial Research, 2010, 33, (3), 223-247 View citations (10)
6. Unbundling common style exposures, time variance and style timing of hedge fund beta
   Journal of Asset Management, 2010, 11, (1), 19-30 View citations (1)

2009

7. A comparison of alternative approaches for determining the downside risk of hedge fund strategies
   Journal of Futures Markets, 2009, 29, (3), 244-269 View citations (1)
8. Predicting European Takeover Targets
   European Financial Management, 2009, 15, (2), 430-450 View citations (25)

2008

9. Hedge fund pricing and model uncertainty
   Journal of Banking & Finance, 2008, 32, (5), 741-753 View citations (35)

2007

10. Approximate basket option valuation for a simplified jump process
    Journal of Futures Markets, 2007, 27, (9), 819-837 View citations (3)
11. Hedge fund portfolio construction: A comparison of static and dynamic approaches
    Journal of Banking & Finance, 2007, 31, (1), 199-217 View citations (35)

2005

12. Inferring option-implied investors' risk preferences
    Applied Financial Economics, 2005, 15, (7), 479-488 View citations (1)

2002

13. Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach
    Journal of Futures Markets, 2002, 22, (1), 1-30 View citations (7)

Undated

14. Estimation risk in financial risk management: a correction
    Journal of Risk