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Research

Research

Euclid Financial Group is focused exclusively on high-grade fixed-income securities and equity securities in blue chip sectors of the US economy, which are growing rapidly. EFG research team focuses on generating original and proprietary research as well as white papers in the areas of fixed-income, risk management, portfolio selection, and commercial real estate. EFG also focuses in evaluating blue chip mutual funds and blue chip fund indexes. We invest enormous time in analyzing macroeconomic activity, identifying trends in our target markets and modeling market volatility using proprietary developed technology.

Selected Academic & Industry Papers Authored by EFG Management:

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Time-Varying Risk & Return in Global Portfolio Selection.

Information about the Research Paper:

Author's: Andreas C. Christofi, Panayiotis Theodossiou and Andreas Pericli
Pages: 8
File Size: 513 KB
Time to Download on 56K modem: A few minutes
Format:
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Dynamic Cross Hedging with Mortgage-Backed Securities.

Information about the Research Paper:

Author's: Gregory Koutmos, Kenneth B. Kroner and Andreas Pericli
Pages: 15
File Size: 990 KB
Time to Download on 56K modem: A few minutes
Format:
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Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging

Information about the Research Paper:

Author's: Gregory Koutmos and Andreas Pericli
Pages: 29
File Size: 1,150 KB
Time to Download on 56K modem: About 5 to 7 minutes
Format:
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Are Multiple Hedging Instruments Better than One?

Information about the Research Paper:
Author's: Gregory Koutmos and Andreas Pericli
Pages: 8
File Size: 463 KB
Time to Download on 56K modem: A few minutes
Format:
Adobe Acrobatpdficon.jpg

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Commercial Mortgage-Default: A Comparison of Logit with Radial Basis Function Networks.

Information about the Research Paper:
Author's: Athanasios Episcopos, Andreas Pericli and Jianxan Hu
Pages: 16
File Size: 106 KB
Time to Download on 56K modem: A minute
Format:
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Modeling Default-Free Bond Yield Curves.

Information about the Research Paper:
Author's: Andreas C. Christofi and Kris Conforti
Pages: 13
File Size: 865 KB
Time to Download on 56K modem: A few minutes
Format:
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Estimation of the Nelson-Siegel Parsimonious Modeling of Yield Curves Using An Exponential GARCH Process.Information about the Research Paper:
Author's: Andreas C. Christofi
Pages: 19
File Size: 4.7 MB
Time to Download on 56K modem: 10 to 15 minutes
Format:
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Index futures and positive feedback trading:
evidence from major stock exchanges.
Information about the Research Paper:
Author's: Antonios Antoniou, Gregory Koutmos, and Andreas Pericli
Pages: 20
File Size: 180 KB
Time to Download on 56K modem: A minute
Format:
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SHORT-TERM DYNAMICS IN THE CYPRUS STOCK EXCHANGE.Information about the Research Paper:
Author's: Gregory Koutmos, Andreas Pericli, and Lenos Trigeorgis
Pages: 28
File Size: 204 KB
Time to Download on 56K modem: A minute
Format:
Adobe Acrobatpdficon.jpg