| Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance NE Frangos, SD Vrontos ASTIN Bulletin: The Journal of the IAA 31 (1), 1-22, 2001 | 163 | 2001 |
| Quantile regression analysis of hedge fund strategies L Meligkotsidou, ID Vrontos, SD Vrontos Journal of Empirical Finance 16 (2), 264-279, 2009 | 113 | 2009 |
| Hedge fund pricing and model uncertainty SD Vrontos, ID Vrontos, D Giamouridis Journal of Banking & Finance 32 (5), 741-753, 2008 | 71 | 2008 |
| Hedge fund pricing and model uncertainty SD Vrontos, ID Vrontos, D Giamouridis Journal of Banking & Finance 32 (5), 741-753, 2008 | 71 | 2008 |
| Optimal bonus-malus systems using finite mixture models G Tzougas, S Vrontos, N Frangos Astin Bulletin 44 (2), 417-444, 2014 | 55 | 2014 |
| A Quantile Regression Approach to Equity Premium Prediction L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos Journal of Forecasting 33 (7), 558-576, 2014 | 50 | 2014 |
| Implied Volatility Directional Forecasting: A Machine Learning Approach S Vrontos, J Galakis, I Vrontos Quantitative Finance, 2021 | 42 | 2021 |
| Modeling and predicting US recessions using machine learning techniques SD Vrontos, J Galakis, ID Vrontos International Journal of Forecasting 37 (2), 647-671, 2021 | 38 | 2021 |
| On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula S Chadjiconstantinidis, S Vrontos Scandinavian Actuarial Journal 2014 (2), 125-158, 2014 | 35 | 2014 |
| Out-of-sample equity premium prediction: A complete subset quantile regression approach L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos The European Journal of Finance 27 (1-2), 110-135, 2021 | 28 | 2021 |
| An assessment of people living by coral reefs over space and time A Sing Wong, S Vrontos, ML Taylor Global Change Biology 28 (23), 7139-7153, 2022 | 27 | 2022 |
| Hedge fund return predictability; To combine forecasts or combine information? E Panopoulou, S Vrontos Journal of Banking & Finance 56, 103-122, 2015 | 25 | 2015 |
| Quantile forecast combinations in realised volatility prediction L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos Journal of the Operational Research Society 70 (10), 1720-1733, 2019 | 24 | 2019 |
| Bonus-malus systems with two-component mixture models arising from different parametric families G Tzougas, S Vrontos, N Frangos North American Actuarial Journal 22 (1), 55-91, 2018 | 20 | 2018 |
| Evaluation of multivariate GARCH models in an optimal asset allocation framework NSA Aziz, S Vrontos, HM Hasim The North American Journal of Economics and Finance 47, 568-596, 2019 | 19 | 2019 |
| On the directional predictability of equity premium using machine learning techniques J Iworiso, S Vrontos Journal of Forecasting 39 (3), 449-469, 2020 | 18 | 2020 |
| Reinsurance control in a model with liabilities of the fractional Brownian motion type NE Frangos, SD Vrontos, AN Yannacopoulos Applied Stochastic Models in Business and Industry 23 (5), 403-428, 2007 | 10 | 2007 |
| Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: a partial differential equation approach NE Frangos*, SD Vrontos, AN Yannacopoulos Scandinavian Actuarial Journal 2005 (4), 285-308, 2005 | 9 | 2005 |
| Asset-liability management for pension funds in a time-varying volatility environment SD Vrontos, ID Vrontos, L Meligkotsidou Journal of Asset Management 14 (5), 306-333, 2013 | 8 | 2013 |
| Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility ID Vrontos, L Meligkotsidou, SD Vrontos Journal of Asset Management 12 (4), 292-307, 2011 | 7 | 2011 |
Vrontos IoannisAthens University of Economics and BusinessVerified email at aueb.gr
