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 1 1 45 0 1 3 208
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 0 170
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 1 490
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 1 1 154
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 0 0 347
Financial Structure and Product Qualities 0 0 0 55 0 0 0 198
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 0 1 329
Mispriced Index Option Portfolios 0 0 1 20 0 0 3 66
Mispricing of S&P 500 Index Options 0 0 0 107 0 0 2 287
Mispricing of S&P 500 index options 0 1 2 102 0 2 4 377
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 0 0 1 102
On the Impact of Financial Structure on Product Selection 0 0 0 43 0 0 0 120
Option Pricing and Replication with Transaction Costs and Dividends 0 0 0 123 0 1 1 408
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 1 2 8 455
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 0 0 394
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 0 531
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 1 1 2 315
Total Working Papers 0 2 4 1,034 3 8 27 4,951


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 1 1 10
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 0 14 0 0 0 41
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 10 0 1 4 66
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 0 2 225
Assessing Competition in Canada's Financial System: A Note 0 0 0 8 0 0 0 88
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 0 1 0 0 2 28
Capacity and Entry Under Demand Uncertainty 0 0 0 20 0 0 1 76
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 0 0 0 25
Certainty Equivalents and Timing Uncertainty 0 0 0 3 0 0 1 37
Competition, interlisting and market structure in options trading 0 0 1 16 2 3 4 87
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 0 13 0 0 1 81
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 0 143 0 0 0 457
Différenciation verticale et structure du marché 0 0 0 16 0 0 3 113
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 0 0 0 74
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 2 4 0 0 5 19
Free entry may reduce total willingness-to-pay1 0 0 0 13 0 0 0 85
From innovation to obfuscation: continuous time finance fifty years later 0 0 2 8 0 0 4 13
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 0 0 28
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach 0 0 0 2 0 0 0 19
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 0 47 1 1 2 151
Mispriced index option portfolios 0 0 0 2 0 2 6 31
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 6 0 0 2 12
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 0 9
Mispricing of S&P 500 Index Options 0 0 1 58 0 0 3 357
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 0 0 22
On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve 1 1 1 18 1 1 2 219
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 0 0 74
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 0 0 1 4
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 53 0 0 0 202
Option Pricing Bounds in Discrete Time 0 0 1 81 1 1 5 198
Option pricing and replication with transaction costs and dividends 1 1 2 55 1 2 5 201
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 1 1 0 0 3 19
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 0 0 0 27
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 0 0 0 1 1 25
Price discovery in equity and CDS markets 0 0 0 6 0 0 1 42
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 0 0 190
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 0 63 0 0 0 269
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 0 1 5 22
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 2 57 0 1 4 295
The American put under transactions costs 0 0 0 30 0 0 0 94
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 1 1 1 15
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 0 90 0 0 5 560
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 0 0 1 46
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 0 1 191
Total Journal Articles 2 2 14 980 7 16 76 4,877


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 0 0 3 21
Total Books 0 0 0 0 0 0 3 21


Statistics updated 2025-02-05