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 0 2 12 224
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 2 2 16 187
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 13 168
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 1 7 497
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 2 2 16 365
Financial Structure and Product Qualities 0 0 0 55 0 1 16 215
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 0 5 335
Mispriced Index Option Portfolios 0 0 0 21 0 2 12 81
Mispricing of S&P 500 Index Options 0 0 1 109 0 1 15 305
Mispricing of S&P 500 index options 0 0 1 104 1 3 21 401
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 0 0 7 109
On the Impact of Financial Structure on Product Selection 0 0 0 43 0 2 11 133
Option Pricing and Replication with Transaction Costs and Dividends 0 0 0 125 1 4 28 439
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 0 2 13 470
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 2 11 406
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 1 14 545
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 0 0 6 321
Total Working Papers 0 0 3 1,043 7 25 223 5,201

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 1 1 1 3 1 1 7 17
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 1 16 0 0 5 47
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 11 0 2 9 78
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 2 16 243
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 0 13 44
Capacity and Entry Under Demand Uncertainty 0 0 0 20 0 0 10 89
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 0 0 7 33
Certainty Equivalents and Timing Uncertainty 0 0 0 4 1 1 8 47
Competition, interlisting and market structure in options trading 0 0 0 16 0 0 3 90
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 0 14 1 2 13 97
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 0 144 0 1 11 471
Différenciation verticale et structure du marché 0 0 0 16 0 0 12 127
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 1 3 7 82
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 0 1 8 28
Free entry may reduce total willingness-to-pay1 0 0 0 13 0 0 5 93
From innovation to obfuscation: continuous time finance fifty years later 0 0 0 8 0 1 11 27
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 3 31
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach 0 0 0 2 0 0 9 29
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 1 48 0 0 8 159
Mispriced index option portfolios 0 0 0 2 0 0 3 35
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 0 7 0 3 7 20
Mispricing of S&P 500 Index Options 0 0 0 1 1 3 8 17
Mispricing of S&P 500 Index Options 0 1 1 59 0 3 12 371
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 0 4 26
On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve 0 0 0 18 0 0 1 221
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 0 1 77
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 0 0 4 12
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 55 0 1 9 215
Option Pricing Bounds in Discrete Time 0 0 0 83 0 1 5 205
Option pricing and replication with transaction costs and dividends 0 0 0 55 1 1 20 224
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 0 0 17 37
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 0 1 6 33
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 1 1 0 0 8 34
Price discovery in equity and CDS markets 0 0 1 8 0 0 13 57
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 0 5 196
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 0 64 0 0 6 277
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 0 0 6 31
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 1 8 305
The American put under transactions costs 0 0 0 30 0 0 2 96
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 1 1 3 18
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 0 92 0 0 8 573
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 1 1 12 59
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 1 7 199
Total Journal Articles 1 2 7 1,001 8 31 344 5,293

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 12 35
Total Books 0 0 0 0 0 0 12 35

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Statistics updated 2026-10-11