GIAMOURIDIS Daniel, PhD

Research Associate

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : dgiamour@aueb.gr

Main academic publications

Journal of Portfolio Management (2013), European Financial Management (2009 ; 2012), Journal of Portfolio Management (2012), Journal of Financial Research (2010), Journal of Asset Management (2009), Journal of Banking and Finance (2007 ; 2013), Journal of Risk (2006 ; 2008), Journal of Derivatives (2002), Journal of Futures Markets (2002 ; 2007 ; 2009), Applied Financial Economics (2005), Journal of Derivatives (2002), Journal of Alternative Investments (2001)

Documents to download

Pdf
CV GIAMOURIDIS Daniel...
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Publications edhec

Journal of Banking & Finance, Volume 37, Issue 5, May 2013, pp1759-1776.
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We measure the intangible value by means of a firm’s Intellectual Capital, which encompasses the intangible...
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We document that these deviations are only temporary and the prices of the two insurance contracts revert to...
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Ignoring the self-reported benchmark results in different measurement of stock selection and timing...
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Given a large variation of techniques and theories with regard to how value is measured, this article...
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We select two approaches that have recently stood out in the statistics and econometric literature and have...
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We used a database with transactions from the U.K. market to identify insiders with superior market timing abilities. For the period 1994 to...
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We compute VaR and ES through completely modelfree methods, as well as through mean/variance and distribution model-based methods. Among the...
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