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 11 220
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 5 11 181
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 5 6 496
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 9 11 166
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 1 8 15 362
Financial Structure and Product Qualities 0 0 0 55 0 5 10 209
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 3 5 334
Mispriced Index Option Portfolios 0 0 0 21 0 3 8 75
Mispricing of S&P 500 Index Options 0 1 2 109 1 6 17 304
Mispricing of S&P 500 index options 0 0 2 104 0 6 17 395
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 1 3 5 107
On the Impact of Financial Structure on Product Selection 0 0 0 43 0 3 9 129
Option Pricing and Replication with Transaction Costs and Dividends 0 0 1 125 2 9 21 430
Option Pricing: Real and Risk-Neutral Distributions 0 1 1 117 2 5 8 463
Option pricing: Real and risk-neutral distributions 0 0 0 172 2 5 10 404
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 3 10 541
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 1 2 5 320
Total Working Papers 0 2 6 1,043 12 83 179 5,136

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 4 4 14
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 1 15 0 1 4 45
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 11 0 2 6 75
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 7 14 239
Assessing Competition in Canada's Financial System: A Note 0 0 0 8 0 4 4 93
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 1 2 0 6 12 42
Capacity and Entry Under Demand Uncertainty 0 0 0 20 1 3 10 86
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 1 5 6 31
Certainty Equivalents and Timing Uncertainty 0 0 0 4 0 4 5 43
Competition, interlisting and market structure in options trading 0 0 0 16 0 2 2 89
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 1 14 0 3 9 90
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 0 144 0 2 6 465
Différenciation verticale et structure du marché 0 0 0 16 2 7 12 125
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 1 3 4 79
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 1 6 8 27
Free entry may reduce total willingness-to-pay1 0 0 0 13 1 2 6 92
From innovation to obfuscation: continuous time finance fifty years later 0 0 0 8 0 6 10 23
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 1 1 29
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach 0 0 0 2 0 5 7 27
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 1 48 1 1 7 158
Mispriced index option portfolios 0 0 0 2 0 1 3 34
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 0 2 4 16
Mispricing of S&P 500 Index Options 0 0 0 1 0 3 5 14
Mispricing of S&P 500 Index Options 0 0 0 58 2 8 11 368
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 3 3 25
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 1 1 2 77
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 0 1 5 10
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 55 0 2 7 212
Option Pricing Bounds in Discrete Time 0 0 0 83 0 2 3 203
Option pricing and replication with transaction costs and dividends 0 0 0 55 2 8 20 221
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 0 1 6 26
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 0 3 4 31
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 1 1 1 4 6 32
Price discovery in equity and CDS markets 0 0 2 8 2 5 13 56
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 1 5 195
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 1 64 0 2 7 276
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 1 2 4 28
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 3 6 302
The American put under transactions costs 0 0 0 30 0 1 1 95
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 0 1 2 17
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 2 92 1 4 11 571
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 0 6 10 56
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 4 6 197
Total Journal Articles 0 0 11 998 18 142 283 5,185

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 5 5 28
Total Books 0 0 0 0 1 5 5 28

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Statistics updated 2026-04-09