Panos Andrikopoulos

Professor

Accepting PhD Students

  • 53 Citations
  • 4 h-Index
20082020
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Research Output 2008 2020

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Structural Breaks, Efficiency and Volatility: An Empirical Investigation of Southeast Asian Frontier Markets

Andrikopoulos, P., Le Trang, A. D. & Newaz, M., 2016, Handbook of Frontier Markets Vol.2: Evidence from Asia and International Comparative Studies. Andrikopoulos, P., Gregoriou, G. N. & Kallinterakis, V. (eds.). Academic Press, Vol. 2.

Research output: Chapter in Book/Report/Conference proceedingChapter

Structural breaks
Empirical investigation
Asia
Laos
Cambodia

The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects

Andrikopoulos, P., Niklewski, J. & Rodgers, T., 2016, Handbook of Frontier Markets: Evidence from Middle East, North Africa and International Comparative Studies. Andrikopoulos, P., Gregoriou, G. N. & Kallinterakis, V. (eds.). London, UK.: Academic Press, Vol. 2. p. 163-192 29 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Regional effects
Portfolio diversification
Diversification benefits
Non-normality
Copula