Apostolos Katsaris

CdR Capital Ltd

11 Charles II Street

London, SW1Y 4QU

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 16,135

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Top 16,135

in Total Papers Downloads

4,076

SSRN CITATIONS
Rank 38,281

SSRN RANKINGS

Top 38,281

in Total Papers Citations

5

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.

Timing is Everything: A Comparison and Evaluation of Market Timing Strategies

Number of pages: 14 Posted: 03 Nov 2005
Chris Brooks, Apostolos Katsaris and Gita Persand
University of Bristol - School of Economics, Finance and Management, CdR Capital Ltd and University of Bristol - Department of Economics
Downloads 2,258 (8,376)

Abstract:

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market timing rules, speculative bubbles, dynamic asset allocation, S&P500, stock index returns

2.

A Total Risk Measurement Framework for Hedge Funds and Funds of Funds

Number of pages: 43 Posted: 03 Feb 2010
Apostolos Katsaris, Ali Hegazi and Martin Goulet
CdR Capital Ltd, Abu Dhabi Investment Authority and Caliburn Capital Partners LLP
Downloads 935 (32,372)
Citation 2

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Hedge Funds, Funds-of-Funds, Value at Risk, Risk Factors, Market Risk, Residual Risk, Tail Risk

3.

Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector‘

Number of pages: 29 Posted: 03 Nov 2005 Last Revised: 26 Jan 2010
Keith P. Anderson, Chris Brooks and Apostolos Katsaris
The York Management School, University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 461 (81,467)
Citation 7

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

4.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 36 Posted: 22 Oct 2005
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 380 (101,934)

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

5.

Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange

Number of pages: 28 Posted: 03 Oct 2003
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 42 (527,693)
Citation 1
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6.

Testing for Bubbles in Real Estate Price Cycles

Journal of Property Research, Vol. 18, No. 4, pp. 341-346, 2001, Cass Business School Research Paper
Posted: 05 Dec 2004
Chris Brooks, Apostolos Katsaris, Tony McGough and Sotiris Tsolacos
University of Bristol - School of Economics, Finance and Management, CdR Capital Ltd, City University London - Sir John Cass Business School and University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)

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7.

Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index

Posted: 01 Dec 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd

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Stock market bubbles, regime switching, speculative bubble tests, fundamental values, trading rules

Other Papers (3)

Total Downloads: 175
1.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 38 Posted: 15 Sep 2005
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 108

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

2.

Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index

Number of pages: 38 Posted: 27 Jan 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 67

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

3.

A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index

Posted: 01 Dec 2004
Chris Brooks and Apostolos Katsaris
University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd

Abstract:

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Speculative behaviour models, fundamental values, dividends, regime switching, speculative bubble tests, trading rules