Daniel Giamouridis

517 total citations
36 papers, 351 citations indexed

About

Daniel Giamouridis is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Daniel Giamouridis has authored 36 papers receiving a total of 351 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 15 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Daniel Giamouridis's work include Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (10 papers) and Stochastic processes and financial applications (9 papers). Daniel Giamouridis is often cited by papers focused on Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (10 papers) and Stochastic processes and financial applications (9 papers). Daniel Giamouridis collaborates with scholars based in United States, United Kingdom and Greece. Daniel Giamouridis's co-authors include Ioannis D. Vrontos, Spyridon D. Vrontos, George Skiadopoulos, Nikolaos Tessaromatis, Michael Tamvakis, Αθανάσιος Σάκκας, Keith L. Miller, Hong Li, Timotheos Angelidis and Sandra Paterlini and has published in prestigious journals such as Journal of Banking & Finance, Financial Analysts Journal and The Journal of Portfolio Management.

In The Last Decade

Daniel Giamouridis

32 papers receiving 320 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Daniel Giamouridis United States	11	293	169	96	67	55	36	351
Thomas M. Idzorek United States	10	273 0.9×	185 1.1×	124 1.3×	90 1.3×	23 0.4×	35	348
Tie Su United States	8	514 1.8×	248 1.5×	94 1.0×	61 0.9×	68 1.2×	21	567
Harald Lohre United Kingdom	11	294 1.0×	173 1.0×	108 1.1×	132 2.0×	36 0.7×	47	360
Yves Choueifaty	4	388 1.3×	243 1.4×	51 0.5×	217 3.2×	41 0.7×	5	451
Ivilina Popova United States	9	233 0.8×	141 0.8×	45 0.5×	45 0.7×	44 0.8×	30	288
Son‐Nan Chen United States	11	350 1.2×	210 1.2×	113 1.2×	81 1.2×	102 1.9×	54	432
Ming‐Yuan Leon Li Taiwan	10	189 0.6×	199 1.2×	101 1.1×	22 0.3×	72 1.3×	23	316
Fathi Abid Tunisia	10	194 0.7×	133 0.8×	94 1.0×	58 0.9×	22 0.4×	52	303
Donald R. van Deventer United States	8	322 1.1×	104 0.6×	79 0.8×	17 0.3×	43 0.8×	14	378

Countries citing papers authored by Daniel Giamouridis

Since Specialization

Citations

This map shows the geographic impact of Daniel Giamouridis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Giamouridis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Giamouridis more than expected).

Fields of papers citing papers by Daniel Giamouridis

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Giamouridis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Giamouridis. The network helps show where Daniel Giamouridis may publish in the future.

Co-authorship network of co-authors of Daniel Giamouridis

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Giamouridis. A scholar is included among the top collaborators of Daniel Giamouridis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Daniel Giamouridis. Daniel Giamouridis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Giamouridis, Daniel. (2017). Systematic Investment Strategies. SSRN Electronic Journal.

Giamouridis, Daniel, Αθανάσιος Σάκκας, & Nikolaos Tessaromatis. (2016). Dynamic Asset Allocation with Liabilities. European Financial Management. 23(2). 254–291. 10 indexed citations

Miller, Keith L., et al.. (2015). A Risk-Oriented Model for Factor Timing Decisions. The Journal of Portfolio Management. 41(3). 46–58. 12 indexed citations

Giamouridis, Daniel, Αθανάσιος Σάκκας, & Nikolaos Tessaromatis. (2014). The Role of Commodities in Strategic Asset Allocation. SSRN Electronic Journal. 4 indexed citations

Miller, Keith L., et al.. (2012). A Risk-Oriented Model for Factor Rotation Decisions. SSRN Electronic Journal. 1 indexed citations

Giamouridis, Daniel, et al.. (2012). Risk Reduction in Style Rotation. The Journal of Portfolio Management. 38(2). 44–55. 1 indexed citations

Angelidis, Timotheos, Daniel Giamouridis, & Nikolaos Tessaromatis. (2012). Revisiting Mutual Fund Performance Evaluation. SSRN Electronic Journal. 9 indexed citations

Giamouridis, Daniel & Sandra Paterlini. (2010). REGULAR(IZED) HEDGE FUND CLONES. The Journal of Financial Research. 33(3). 223–247. 3 indexed citations

Giamouridis, Daniel, et al.. (2009). A comparison of alternative approaches for determining the downside risk of hedge fund strategies. Journal of Futures Markets. 29(3). 244–269. 5 indexed citations

10.

Giamouridis, Daniel, et al.. (2008). Short-Term Persistence in Greek Mutual Fund Performance. SSRN Electronic Journal. 2 indexed citations

11.

Vrontos, Ioannis D. & Daniel Giamouridis. (2008). Hedge Fund Return Predictability in the Presence of Model Uncertainty and Implications for Wealth Allocation. SSRN Electronic Journal. 4 indexed citations

12.

Giamouridis, Daniel. (2006). Estimation Risk in Financial Risk Management: A Correction. SSRN Electronic Journal. 12 indexed citations

13.

Vrontos, Spyridon D., Ioannis D. Vrontos, & Daniel Giamouridis. (2006). Hedge Fund Pricing and Model Uncertainty. SSRN Electronic Journal. 5 indexed citations

14.

Giamouridis, Daniel, et al.. (2006). Approximate Basket Option Valuation for a Simplified Jump Process. SSRN Electronic Journal.

15.

Giamouridis, Daniel & Ioannis D. Vrontos. (2005). Hedge Fund Portfolio Construction: A Comparison of Static and Dynamic Approaches. SSRN Electronic Journal. 6 indexed citations

16.

Giamouridis, Daniel. (2005). Inferring option-implied investors' risk preferences. Applied Financial Economics. 15(7). 479–488. 8 indexed citations

17.

Giamouridis, Daniel & Michael Tamvakis. (2004). The Relation between Return and Volatility in the Commodity Markets. SSRN Electronic Journal. 2 indexed citations

18.

Giamouridis, Daniel, et al.. (2004). Estimating Implied Pdfs from American Options on Futures: A New Semi-Parametric Approach. SSRN Electronic Journal. 3 indexed citations

19.

Giamouridis, Daniel, et al.. (2004). Valuing Exotic Derivatives with Jump Diffusions: The Case of Basket Options. SSRN Electronic Journal. 2 indexed citations

20.

Giamouridis, Daniel & Michael Tamvakis. (2002). Asymptotic Distribution Expansions in Option Pricing. The Journal of Derivatives. 9(4). 33–44. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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