Loukia Meligkotsidou

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Statistics and Probability — 12 citations into it; #8,426 of 12,932 by trust here, #8,740 by citations
• Economics and Econometrics — 7 citations into it
• Artificial Intelligence — 6 citations into it; #22,945 of 35,345 by trust here, #28,481 by citations

Whom Loukia Meligkotsidou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Vikas Agarwal
2. Narayan Naik
3. Keming Yu
4. William Fung
5. Bradley Efron

Who trusts Loukia Meligkotsidou overall

1. Omneya H. Abdelsalam
2. Xanthi Pedeli
3. Dimitris Karlis
4. Meryem Duygun Fethi
5. Richard A. Davis

Papers from Loukia Meligkotsidou's perspective

Ordered by how strongly the researchers Loukia Meligkotsidou trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks and Portfolio Decisions Involving Hedge Funds
2. The Pricing of Options and Corporate Liabilities
3. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
4. Hedge-Fund Benchmarks: Information Content and Biases
5. Measuring the market impact of hedge funds
6. Contagion as a Wealth Effect
7. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
8. Hedge Funds: Risk and Return
9. Characteristics of Risk and Return in Risk Arbitrage
10. The Persistence of Mutual Fund Performance

Their papers

• Finite mixtures of multivariate Poisson distributions with application (2007) — 116 citations
• Quantile regression analysis of hedge fund strategies (2009) — 91 citations