Access Statistics for Stylianos Perrakis

Author contact details at EconPapers.

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 1 42 0 1 5 186
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 1 3 482
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 1 2 146
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 0 1 337
Financial Structure and Product Qualities 0 0 1 54 1 2 6 181
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 0 2 324
Mispriced Index Option Portfolios 0 0 1 12 1 3 13 28
Mispricing of S&P 500 Index Options 1 1 1 107 1 2 4 266
Mispricing of S&P 500 Index Options 0 0 0 21 0 2 6 97
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 1 1 10 83
On the Impact of Financial Structure on Product Selection 0 0 1 43 1 2 6 109
Option Pricing and Replication with Transaction Costs and Dividends 0 0 1 120 0 1 3 388
Option Pricing: Real and Risk-Neutral Distributions 0 0 2 113 1 4 9 415
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 1 2 4 521
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 1 1 2 301
Total Working Papers 1 1 8 714 9 23 76 3,864


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 0 0 7
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 0 9 0 1 1 30
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 8 0 1 1 52
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 2 6 195
Assessing Competition in Canada's Financial System: A Note 0 0 0 6 1 2 2 83
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 1 1 0 0 2 11
Capacity and Entry Under Demand Uncertainty 0 0 0 16 0 0 7 59
Catastrophe futures and reinsurance contracts: An incomplete markets approach 1 1 1 2 1 1 5 9
Certainty Equivalents and Timing Uncertainty 0 0 0 2 1 1 1 23
Competition, interlisting and market structure in options trading 0 0 0 15 1 1 1 71
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 1 10 1 1 5 50
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 1 140 1 1 3 444
Différenciation verticale et structure du marché 0 0 1 15 0 1 2 98
Factor-Price Uncertainty with Variable Proportions: Note 0 0 1 12 0 0 6 60
Free entry may reduce total willingness-to-pay1 0 0 0 11 1 2 2 57
Identifying the SSD Portion of the EV Frontier: A Note 0 0 0 3 1 1 1 27
Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée 0 0 0 2 1 1 1 22
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach 0 0 0 0 0 0 2 3
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 0 45 0 0 0 139
Mispricing of S&P 500 Index Options 0 0 0 54 1 8 21 314
Mispricing of S&P 500 Index Options 0 0 0 0 1 1 1 1
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 2 2 18
On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve 0 0 0 17 1 1 4 212
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 1 4 67
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 0 0 0 0
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 49 1 2 2 183
Option Pricing Bounds in Discrete Time 0 0 1 74 2 5 10 176
Option pricing and replication with transaction costs and dividends 0 0 2 49 0 1 10 157
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 0 0 0 0 0
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 0 0 1 4 17
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 0 0 3 3 7 14
Price discovery in equity and CDS markets 0 0 1 6 0 1 7 23
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 0 3 184
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 0 63 0 1 2 269
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 52 2 4 8 263
The American put under transactions costs 0 0 0 30 2 2 3 86
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 0 0 0 10
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 0 88 0 2 7 537
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 8 0 2 2 37
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 2 69 1 1 4 175
Total Journal Articles 1 1 12 886 23 54 149 4,183


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 1 2 2 2
Total Books 0 0 0 0 1 2 2 2


Statistics updated 2019-10-05