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 1 46 0 5 11 219
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 10 11 181
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 11 11 166
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 1 5 5 495
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 9 14 361
Financial Structure and Product Qualities 0 0 0 55 0 7 10 209
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 2 4 5 334
Mispriced Index Option Portfolios 0 0 1 21 0 5 9 75
Mispricing of S&P 500 Index Options 0 1 2 109 3 11 16 303
Mispricing of S&P 500 index options 0 1 2 104 1 11 17 395
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 1 3 4 106
On the Impact of Financial Structure on Product Selection 0 0 0 43 1 3 9 129
Option Pricing and Replication with Transaction Costs and Dividends 0 0 2 125 2 10 20 428
Option Pricing: Real and Risk-Neutral Distributions 0 1 1 117 0 3 6 461
Option pricing: Real and risk-neutral distributions 0 0 0 172 1 5 8 402
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 6 10 541
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 0 3 4 319
Total Working Papers 0 3 9 1,043 13 111 170 5,124

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 2 4 45
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 1 11 1 4 8 75
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 3 8 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 1 1 2 1 8 13 42
Capacity and Entry Under Demand Uncertainty 0 0 0 20 1 5 9 85
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 0 4 5 30
Certainty Equivalents and Timing Uncertainty 0 0 0 4 1 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 2 5 9 90
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 1 144 0 2 8 465
Différenciation verticale et structure du marché 0 0 0 16 2 7 10 123
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 1 3 3 78
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 3 6 7 26
Free entry may reduce total willingness-to-pay1 0 0 0 13 0 3 5 91
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 2 5 7 27
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 1 48 0 2 6 157
Mispriced index option portfolios 0 0 0 2 0 2 3 34
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 0 3 4 16
Mispricing of S&P 500 Index Options 0 0 0 1 0 4 5 14
Mispricing of S&P 500 Index Options 0 0 0 58 1 7 9 366
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 0 0 1 76
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 2 55 1 4 9 212
Option Pricing Bounds in Discrete Time 0 0 2 83 0 2 5 203
Option pricing and replication with transaction costs and dividends 0 0 0 55 0 11 18 219
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 1 4 7 26
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 1 0 4 4 31
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 1 1 1 0 4 5 31
Price discovery in equity and CDS markets 0 0 2 8 1 5 11 54
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 3 5 195
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 1 64 0 4 7 276
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 1 2 4 27
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 4 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 3 10 570
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 1 9 10 56
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 4 6 197
Total Journal Articles 0 2 17 998 24 170 276 5,167

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 4 5 27
Total Books 0 0 0 0 1 4 5 27

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Statistics updated 2026-03-04