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 0 46 0 1 12 222
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 14 185
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 6 496
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 13 168
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 0 15 363
Financial Structure and Product Qualities 0 0 0 55 1 2 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 0 12 79
Mispricing of S&P 500 Index Options 0 0 1 109 0 0 16 304
Mispricing of S&P 500 index options 0 0 1 104 2 4 21 400
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 1 11 131
Option Pricing and Replication with Transaction Costs and Dividends 0 0 0 125 2 3 26 437
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 1 3 13 469
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 0 10 404
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 2 13 544
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 6 16 216 5,182

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 6 16
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 2 2 9 78
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 2 2 17 243
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 0 1 8 46
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 1 14 0 1 13 95
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 0 144 1 1 12 471
Différenciation verticale et structure du marché 0 0 0 16 0 1 13 127
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 1 1 5 80
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 1 1 9 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 0 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 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 2 2 6 19
Mispricing of S&P 500 Index Options 0 0 0 1 2 2 7 16
Mispricing of S&P 500 Index Options 1 1 1 59 2 2 11 370
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 1 5 12
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 55 0 0 8 214
Option Pricing Bounds in Discrete Time 0 0 0 83 1 1 5 205
Option pricing and replication with transaction costs and dividends 0 0 0 55 0 0 21 223
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 0 6 17 37
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 1 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 1 7 31
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 2 7 304
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 0 0 2 17
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 0 92 0 1 9 573
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 0 0 11 58
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 1 1 7 199
Total Journal Articles 1 1 7 1,000 16 30 343 5,278

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 2 12 35
Total Books 0 0 0 0 0 2 12 35

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07