Concepedia

Apostolos Kourtis

AK

5

Publications

204

Citations

5

H-Index

2011

Active since

Affiliations

University of East Anglia(Current)

University of Essex

National and Kapodistrian University of Athens

Apostolos Kourtis is an author at University of East Anglia specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementAsset PricingPortfolio SelectionPortfolio ManagementPortfolio OptimizationUncertainty QuantificationStatisticsFinancial Economics

Publications per year

2011–2018

5

Publications

5

Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix

Apostolos Kourtis, George Dotsis, Raphael N. Markellos · Journal of Banking & Finance · 2012 · 90 citations

Portfolio Optimization, Asset Pricing, Uncertainty Quantification +9

Wine price risk management: International diversification and derivative instruments

Apostolos Kourtis, Raphael N. Markellos, Dimitris Psychoyios · International Review of Financial Analysis · 2012 · 44 citations

International Diversification, Financial Risk Management, Risk Management +7

Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix

Apostolos Kourtis, George Dotsis, Raphael N. Markellos · SSRN Electronic Journal · 2011 · 27 citations · Full text

Portfolio Optimization, Asset Pricing, Uncertainty Quantification +9

A Stability Approach to Mean‐Variance Optimization

Apostolos Kourtis · Financial Review · 2015 · 24 citations · Full text

Asset Allocation, Portfolio Management, Portfolio Choice +22

Covariance forecasting in equity markets

Efthymia Symitsi, Lazaros Symeonidis, Apostolos Kourtis et al. · Journal of Banking & Finance · 2018 · 19 citations

Financial Economics, Asset Pricing, Business +5

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