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STEFANOVA Denitsa

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0002-2843-0382
Main Referenced Co-authors
Siegmann, Arjen (10)
OLADIRAN TOBI EZEKIEL, Tobi  (9)
Zamojski, Marcin (9)
Elkamhi, Redouane (8)
KRÄUSSL, Roman  (7)
Main Referenced Keywords
Asset Allocation (3); Asymmetric Dependence (3); Dynamic Correlations (3); hedge funds (3); ESG (2);
Main Referenced Disciplines
Finance (36)

Publications (total 36)

The most downloaded
542 downloads
Wolff, C., Zhang, L., Holzmeister, F., & Stefanova, D. (In press). Non-Standard Errors. Journal of Finance. https://hdl.handle.net/10993/48686

The most cited

14 citations (Scopus®)

Kräussl, R., Lehnert, T., & Stefanova, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38 (-), 363-373. doi:10.1016/j.jempfin.2016.04.005 https://hdl.handle.net/10993/26445

The most significant

Wolff, C., Zhang, L., Holzmeister, F., & Stefanova, D. (In press). Non-Standard Errors. Journal of Finance.
Peer Reviewed verified by ORBi

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (April 2024). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. Journal of Economic Surveys, 38 (2), 476-502. doi:10.1111/joes.12599
Peer Reviewed verified by ORBi

Stefanova, D., & Siegmann, A. (2017). The evolving beta-liquidity relationship of hedge funds. Journal of Empirical Finance, 44, 286-303. doi:10.1016/j.jempfin.2017.04.002
Peer Reviewed verified by ORBi

Kräussl, R., Lehnert, T., & Stefanova, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38 (-), 363-373. doi:10.1016/j.jempfin.2016.04.005
Peer Reviewed verified by ORBi

Stefanova, D., & Elkamhi, R. (2015). Dynamic Hedging and Extreme Asset Co-movements. Review of Financial Studies, 28 (3), 743-790. doi:10.1093/rfs/hhu074
Peer Reviewed verified by ORBi


Wolff, C., Zhang, L., Holzmeister, F., & Stefanova, D. (In press). Non-Standard Errors. Journal of Finance.
Peer Reviewed verified by ORBi

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (April 2024). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. Journal of Economic Surveys, 38 (2), 476-502. doi:10.1111/joes.12599
Peer Reviewed verified by ORBi

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 39th International Conference of the French Finance Association.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection Against Downside Risk [Paper presentation]. 6th Annual GRASFI Conference, Yale University, United States.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. FMA International 2023 European Conference.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 12th Portuguese Financial Network Conference.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 5th JRC Summer School on Sustainable Finance.
Peer reviewed

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. Liechtenstein Workshop of Sustainable Finance.
Peer reviewed

Kräussl, R., Oladiran Tobi Ezekiel, T., & Stefanova, D. (2023). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56036.

Kräussl, R., Pollet, J., & Stefanova, D. (2023). Closed-End Funds and Discount Control Mechanisms. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56035.

Kräussl, R., Oladiran Tobi Ezekiel, T., & Stefanova, D. (2023). ESG as Protection Against Downside Risk. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56037.

Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., & Stefanova, D. (2021). Non-Standard Errors. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/54500.

Kräussl, R., Stefanova, D., & Joshua, P. (2019). Signaling or Marketing? The Role of Discount Control Mechanisms [Paper presentation]. Paris Financial Management Conference.

Kräussl, R., Pollet, J., & Stefanova, D. (2018). Signaling or Marketing? The Role of Discount Control Mechanisms. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/37049.

Kräussl, R., Stefanova, D., & Pollet, J. (2018). Signaling or Marketing? The Role of Discount Control Mechanisms [Paper presentation]. 3rd EBC Network Workshop.

Stefanova, D., & Elkamhi, R. (2017). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 20th ANNUAL CONFERENCE OF THE SWISS SOCIETY FOR FINANCIAL MARKET RESEARCH (SGF CONFERENCE 2017), Zurich, Switzerland.

Stefanova, D., & Siegmann, A. (2017). The evolving beta-liquidity relationship of hedge funds. Journal of Empirical Finance, 44, 286-303. doi:10.1016/j.jempfin.2017.04.002
Peer Reviewed verified by ORBi

Stefanova, D., & Elkiamhi, R. (2017). Where to hide in bad times: Or should one still diversify internationally? [Paper presentation]. 2017 Northern Finance Association Annual Conference, Halifax, Canada.

Stefanova, D., Siegmann, A., & Zamojski, M. (2017). Hedge Fund Innovation [Paper presentation]. The 28th CEPR/Study Center Gerzensee European Summer Symposium in Financial Markets (ESSFM).

Stefanova, D., & Elkamhi, R. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 2016 Paris Financial Management Conference.

Stefanova, D., & Elkamhi, R. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 29th Australasian Finance and Banking Conference, Sydney, Australia.
Peer reviewed

Stefanova, D., & Elkamhi, R. (2016). Where to hide in bad times: Or should one still diversify internationally? [Paper presentation]. 2016 Auckland Finance Meeting, Auckland, New Zealand.
Peer reviewed

Kräussl, R., Lehnert, T., & Stefanova, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38 (-), 363-373. doi:10.1016/j.jempfin.2016.04.005
Peer Reviewed verified by ORBi

Elkamhi, R., & STEFANOVA, D. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. Auckland Finance Meeting, Auckland, New Zealand.
Peer reviewed

Elkamhi, R., & STEFANOVA, D. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 29th Australasian Finance and Banking Conference, Sydney, Australia.
Peer reviewed

Stefanova, D., & Elkamhi, R. (2015). Dynamic Hedging and Extreme Asset Co-movements. Review of Financial Studies, 28 (3), 743-790. doi:10.1093/rfs/hhu074
Peer Reviewed verified by ORBi

Stefanova, D., Siegmann, A., & Zamojski, M. (2015). Hedge Fund Innovation [Paper presentation]. 32nd Internaitonal Conference of the French Finance Association, Cergy, France.

Stefanova, D., Siegmann, A., & Zamojski, M. (2015). Hedge Fund Innovation [Paper presentation]. 2015 Midwest Finance Association Annual Meeting, Chicago, United States.

Siegmann, A., Stefanova, D., & Zamojski, M. (December 2014). Hedge Fund Innovation [Paper presentation]. Consortium on Research in Hedge Funds, Trading Strategies & Related Topics.

Stefanova, D., & Elkamhi, R. (2014). Dynamic Hedging and Extreme Asset Co-movements. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/16350.

Stefanova, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. International Conference on Macroeconomic Analysis and International Finance.

Stefanova, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. Annual Meeting of the German Finance Association.

Stefanova, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. Annual Cambridge/DSF-TI/Wharton Seminar, Amsterdam, Netherlands.

Siegmann, A., Stefanova, D., & Zamojski, M. (2014). Hedge Fund Innovation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18118.

Siegmann, A., & Stefanova, D. (2014). The Evolving Beta-Liquidity Relationship of Hedge Funds. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18117.

Siegmann, Stefanova, D., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. American Finance Association Annual Meeting.

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