What is Portfolio Diversification?
A Fragkiskos - Available at SSRN 2331475, 2014 - papers.ssrn.com
There is considerable controversy concerning what exactly portfolio diversification is and under
what circumstances is it beneficial to investors, particularly in the wake of the most recent …
what circumstances is it beneficial to investors, particularly in the wake of the most recent …
Alpha and Performance Efficiency of Ivy League Endowments: Evidence from Dynamic Exposures
A Fragkiskos, S Ryan, M Markov - Available at SSRN 3098198, 2018 - papers.ssrn.com
We analyze the investment returns of Ivy League endowments in the US in order to evaluate
their alpha generation abilities and determine performance efficiency. We find that, while …
their alpha generation abilities and determine performance efficiency. We find that, while …
A Transparent View into Hedge Fund Portfolios
A Fragkiskos - The Journal of Alternative Investments, 2015 - search.proquest.com
Faced with the challenge of minimal disclosure, investors in hedge funds seek alternatives
to increase transparency in order to better manage the risk and return profile of their portfolio. …
to increase transparency in order to better manage the risk and return profile of their portfolio. …
Dunning's eclectic paradigm: A holistic, yet context specific framework for analysing the determinants of outward FDI: Evidence from international Greek investments
C Stoian, F Filippaios - International Business Review, 2008 - Elsevier
During the last two decades Greece has emerged as a key regional player and one of the
largest investors in the Central and Eastern and South-Eastern European Countries (CESEE) […
largest investors in the Central and Eastern and South-Eastern European Countries (CESEE) […
Foreign direct investment and civil liberties: A new perspective
A Adam, F Filippaios - European Journal of Political Economy, 2007 - Elsevier
The conjecture that democracy discourages foreign direct investment (FDI) has been widely
refuted in empirical studies. However, we find support of this view. We distinguish between …
refuted in empirical studies. However, we find support of this view. We distinguish between …
Private Equity Fund Performance: A Time-Series Approach
A Fragkiskos, O Krasotkina, HD Spilker III… - Available at SSRN …, 2022 - papers.ssrn.com
We introduce an estimator that measures factor exposures and alphas of individual private
equity funds, with minimal assumptions about the fund return data-generating process (DGP). …
equity funds, with minimal assumptions about the fund return data-generating process (DGP). …
Factor Based Clustering
A Fragkiskos, E Bauman - Available at SSRN 3089985, 2017 - papers.ssrn.com
We propose a novel approach to cluster funds based on their factor exposures. The approach
uses investment returns as input data and calculates similarity scores across funds, which …
uses investment returns as input data and calculates similarity scores across funds, which …
Social career management: Social media and employability skills gap
V Benson, S Morgan, F Filippaios - Computers in Human Behavior, 2014 - Elsevier
Social capital theorists have established decades ago that better connected people do
better in life. The emergence of online social networking sites have given a new impetus to …
better in life. The emergence of online social networking sites have given a new impetus to …
[HTML][HTML] A predictive group-contribution framework for the thermodynamic modelling of CO2 absorption in cyclic amines, alkyl polyamines, alkanolamines and phase …
A significant effort is under way to identify improved solvents for carbon dioxide (CO 2 )
capture by chemisorption. We develop a predictive framework that is applicable to aqueous …
capture by chemisorption. We develop a predictive framework that is applicable to aqueous …
[HTML][HTML] Does foreign direct investment promote institutional development in Africa?
Foreign direct investment (FDI) inflows into Africa have increased since the turn of the
millennium, mainly due to FDI growth into African countries by multinational enterprises (MNEs) …
millennium, mainly due to FDI growth into African countries by multinational enterprises (MNEs) …