Access Statistics for Stylianos Perrakis

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence 0 0 0 46 1 3 13 222
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 4 15 185
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 2 13 168
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 1 6 496
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 2 15 363
Financial Structure and Product Qualities 0 0 0 55 1 5 15 214
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 1 5 335
Mispriced Index Option Portfolios 0 0 0 21 0 4 12 79
Mispricing of S&P 500 Index Options 0 0 1 109 0 1 16 304
Mispricing of S&P 500 index options 0 0 1 104 1 2 18 397
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 0 3 7 109
On the Impact of Financial Structure on Product Selection 0 0 0 43 0 1 10 130
Option Pricing and Replication with Transaction Costs and Dividends 0 0 0 125 0 6 23 434
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 2 7 13 468
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 2 10 404
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 2 3 13 544
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 0 2 6 321
Total Working Papers 0 0 3 1,043 7 49 210 5,173

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Optimal Equity Financing of the Corporation 0 0 0 2 0 2 6 16
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 1 1 16 0 2 5 47
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 11 0 1 7 76
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 2 15 241
Assessing Competition in Canada's Financial System: A Note 0 0 0 8 0 0 4 93
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 1 2 0 2 14 44
Capacity and Entry Under Demand Uncertainty 0 0 0 20 0 4 13 89
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 0 3 8 33
Certainty Equivalents and Timing Uncertainty 0 0 0 4 1 3 8 46
Competition, interlisting and market structure in options trading 0 0 0 16 0 1 3 90
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 1 14 1 5 13 95
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 0 144 0 5 11 470
Différenciation verticale et structure du marché 0 0 0 16 0 3 12 126
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 0 1 4 79
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 0 1 8 27
Free entry may reduce total willingness-to-pay1 0 0 0 13 0 2 7 93
From innovation to obfuscation: continuous time finance fifty years later 0 0 0 8 0 3 12 26
Identifying the SSD Portion of the EV Frontier: A Note 0 0 0 3 0 0 0 30
Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée 0 0 0 2 0 2 3 31
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach 0 0 0 2 0 2 9 29
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 1 48 0 2 8 159
Mispriced index option portfolios 0 0 0 2 0 1 3 35
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 0 7 0 1 4 17
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 5 14
Mispricing of S&P 500 Index Options 0 0 0 58 0 2 10 368
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 1 4 26
On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve 0 0 0 18 0 0 2 221
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 1 2 77
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 1 2 7 12
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 55 0 2 8 214
Option Pricing Bounds in Discrete Time 0 0 0 83 0 1 4 204
Option pricing and replication with transaction costs and dividends 0 0 0 55 0 4 22 223
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 5 10 16 36
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 0 1 5 32
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 1 1 0 3 8 34
Price discovery in equity and CDS markets 0 0 1 8 0 3 13 57
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 1 6 196
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 0 64 0 1 7 277
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 0 3 6 30
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 1 1 7 303
The American put under transactions costs 0 0 0 30 0 1 2 96
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 0 0 2 17
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 1 92 1 3 12 573
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 0 2 12 58
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 1 7 198
Total Journal Articles 0 1 7 999 10 91 344 5,258

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stochastic Dominance Option Pricing 0 0 0 0 2 8 12 35
Total Books 0 0 0 0 2 8 12 35

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Statistics updated 2026-06-04