Dr Paskalis Glabadanidis

Senior Lecturer
Dr Paskalis Glabadanidis
  Org Unit Business School Office
  Email paskalis.glabadanidis@adelaide.edu.au
  Telephone +61 8 8313 7283
  Location Floor/Room 12 31 ,  Nexus 10 Tower ,   North Terrace

BA, 1996, American University in Bulgaria.

MSBA, 2000, Washington University in St. Louis.

PhD, 2003, Washington University in St. Louis.

Business valuation, portfolio management and investments, international finance.

Time-varying betas, volatilities, and expected returns in the context of empirical asset pricing models.

John T. Scruggs and Paskalis Glabadanidis, "Risk Premia and the Dynamic Covariance Between Stock and Bond Returns," 2003, Journal of Financial and Quantitative Analysis 38 (June), pp. 295-316.

Paskalis Glabadanidis, "Measuring the Economic Significance of Mean-Variance Spanning," 2009, Quarterly Review of Economics and Finance 49 (May), pp. 596-616.

Paskalis Glabadanidis, "A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk," 2009, Journal of Financial Econometrics 7, No. 3, (Summer), pp. 247-264.

Paskalis Glabadanidis, "The Performance of Value and Growth Portfolios in Australia: Implications for Asset Management," 2010, JASSA The FINSIA Journal of Applied Finance 3, pp. 12-17.

Paskalis Glabadanidis, Ivan Obaydin and Ralf Zurbruegg, "RAFI Replication: Easier Done than Said?'' 2012, Journal of Asset Management 13, No. 3, pp. 210--225.

Paskalis Glabadanidis and Leon Zolotoy, "Benchmark Replication Portfolio Strategies," 2013, Journal of Asset Management 14, No. 2, pp. 95-110.

M. R. Tavakoli Baghdadabad and Leon Zolotoy, "Evaluation of Malaysian Mutual Funds in the Maximum Drawdown Risk Measure Framework," 2013, Iternational Journal of Managerial Finance 9, Iss. 3, pp. 247-270.

M. R. Tavakoli Baghdadabad and Paskalis Glabadanidis, "An Extensile Method on the Arbitrage Pricing Theory Based on Downside Risk (D-APT)," 2013, International Journal of Managerial Finance, forthcoming.

M. R. Tavakoli Baghdadabad and Paskalis Glabadanidis, "Average Drawdown Risk and Capital Asset Pricing," 2013, Review of Pacific Basin Financial Markets and Policies 16, Iss. 4, 1-21.

M. R. Tavakoli Baghdadabad and Paskalis Glabadanidis, "An Extensile Method on the Arbitrage Pricing Theory Based on Downside Risk (D-APT),'' 2014, International Journal of Managerial Finance 10, Iss. 1, 54-72.

Paskalis Glabadanidis, "The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes,'' 2014, International Review of Finance 14, Iss. 2, 161-202. (lead article)

Paskalis Glabadanidis, "Tangent Portfolio Weights Without Explicitly Specified Expected Returns,'' 2014, Journal of Asset Management 15, Iss. 3, 177-190.

Paskalis Glabadanidis, "What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models,'' in Bayesian Inference in the Social Sciences, edited by Ivan Jeliazkov and Xin-She Yang, John Wiley & Sons, published in October, 2014.

Paskalis Glabadanidis, "Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities,'' published by Palgrave Macmillan USA, July, 2014.

Paskalis Glabadanidis, "Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation,'' published by Palgrave Macmillan USA, July, 2015.

Link to FEN papers/citations: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=276136.

Link to Google Scholar papers/citations: http://scholar.google.com.au/citations?user=ZCW-AF8AAAAJ&hl=en.

American Finance Association, Society for Financial Studies.

Consulting for mutual funds and hedge funds on various issues related to stock picking and asset allocation as well as pricing of hybrid and complex securities.

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Entry last updated: Tuesday, 7 Jun 2016

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