S. Vrontos

发表

A Quantile Regression Approach to Equity Premium Prediction

Ioannis D. Vrontos, Spyridon D. Vrontos, Loukia Meligkotsidou, 2012 .

Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach

Spyridon D. Vrontos, S. Vrontos, Nicholas Frangos, 2005 .

Reinsurance control in a model with liabilities of the fractional Brownian motion type

S. Vrontos, A. Yannacopoulos, N. Frangos, 2007 .

Quantile Regression Analysis of Hedge Fund Strategies

Ioannis D. Vrontos, Spyridon D. Vrontos, Loukia Meligkotsidou, 2007 .

A Quantile Regression Approach to Equity Premium Prediction

Loukia Meligkotsidou, Ekaterini Panopoulou, I. Vrontos, 2012 .

Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?

Spyridon D. Vrontos, Ekaterini Panopoulou, S. Vrontos, 2014 .

Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?

Ekaterini Panopoulou, S. Vrontos, 2014 .

Evaluation of multivariate GARCH models in an optimal asset allocation framework

Haslifah M. Hasim, Spyridon D. Vrontos, S. Vrontos, 2019, The North American Journal of Economics and Finance.

Asset-liability management for pension funds in a time-varying volatility environment

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2009 .

On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula

Spyridon D. Vrontos, S. Vrontos, Stathis Chadjiconstantinidis, 2014 .

OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS

Spyridon D. Vrontos, S. Vrontos, G. Tzougas, 2014, ASTIN Bulletin.

An assessment of people living by coral reefs over space and time

Spyridon D. Vrontos, S. Vrontos, Amy Sing Wong, 2022, Global change biology.

Hedge Fund return predictability

Ekaterini Panopoulou, S. Vrontos, 2013 .

Asset-liability management for pension funds in a time-varying volatility environment

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2013, Journal of Asset Management.

Implied volatility directional forecasting: a machine learning approach

Ioannis D. Vrontos, Spyridon D. Vrontos, I. Vrontos, 2021, Quantitative Finance.

Style Rotation Revisited

Ioannis D. Vrontos, Spyridon D. Vrontos, Ioannis Vrontos, 2021 .

Modeling and predicting U.S. recessions using machine learning techniques

Ioannis D. Vrontos, Spyridon D. Vrontos, John Galakis, 2020 .

On the directional predictability of equity premium using machine learning techniques

Spyridon D. Vrontos, Jonathan Iworiso, S. Vrontos, 2020 .

Quantile forecast combinations in realised volatility prediction

Loukia Meligkotsidou, Ioannis D. Vrontos, Spyridon D. Vrontos, 2015, J. Oper. Res. Soc..

Out-of-sample equity premium prediction: a complete subset quantile regression approach

Loukia Meligkotsidou, Ekaterini Panopoulou, I. Vrontos, 2013, The European Journal of Finance.

Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach

Spyridon D. Vrontos, S. Vrontos, 2016 .

Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families

S. Vrontos, G. Tzougas, Nicholas Frangos, 2018 .

Optimal Bonus-Malus Systems Using Generalized Additive Models for Location, Scale and Shape

Spyridon D. Vrontos, S. Vrontos, G. Tzougas, 2015 .

Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2008 .

Hedge Fund Pricing and Model Uncertainty

Ioannis D. Vrontos, Spyridon D. Vrontos, Daniel Giamouridis, 2008 .