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 2 46 0 3 5 212
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 1 171
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 0 490
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 0 2 155
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 1 1 2 349
Financial Structure and Product Qualities 0 0 0 55 0 0 1 199
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 0 1 330
Mispriced Index Option Portfolios 0 0 1 21 0 2 3 69
Mispricing of S&P 500 Index Options 0 0 1 108 2 2 3 290
Mispricing of S&P 500 index options 0 0 2 103 0 1 5 380
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 0 0 0 102
On the Impact of Financial Structure on Product Selection 0 0 0 43 0 2 2 122
Option Pricing and Replication with Transaction Costs and Dividends 0 0 2 125 0 0 4 411
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 0 1 4 457
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 1 1 395
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 0 0 1 315
Total Working Papers 0 0 8 1,040 3 13 35 4,978

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 1 10
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 1 15 0 0 1 42
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 1 11 0 0 4 69
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 1 2 227
Assessing Competition in Canada's Financial System: A Note 0 0 0 8 0 0 1 89
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 0 1 0 0 3 31
Capacity and Entry Under Demand Uncertainty 0 0 0 20 0 3 3 79
Catastrophe futures and reinsurance contracts: An incomplete markets approach 0 0 0 7 0 1 1 26
Certainty Equivalents and Timing Uncertainty 0 0 1 4 0 1 2 39
Competition, interlisting and market structure in options trading 0 0 1 16 0 0 4 87
Credit spreads and state-dependent volatility: Theory and empirical evidence 1 1 1 14 2 2 4 84
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 1 144 0 1 3 460
Différenciation verticale et structure du marché 0 0 0 16 0 1 4 115
Factor-Price Uncertainty with Variable Proportions: Note 0 0 0 12 0 0 1 75
Financial oligopolies and parallel exclusion in the credit default swap markets 0 0 0 4 1 1 2 20
Free entry may reduce total willingness-to-pay1 0 0 0 13 0 2 3 88
From innovation to obfuscation: continuous time finance fifty years later 0 0 0 8 2 2 4 16
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 1 20
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 0 47 0 0 1 151
Mispriced index option portfolios 0 0 0 2 0 0 3 32
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 0 0 1 13
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 0 9
Mispricing of S&P 500 Index Options 0 0 0 58 0 0 3 359
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 0 0 1 18 0 1 2 220
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 1 2 76
Optimal replacement policies with two or more loaded sliding standbys 0 0 0 0 1 2 5 8
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 2 55 0 0 4 206
Option Pricing Bounds in Discrete Time 0 0 2 83 0 0 3 200
Option pricing and replication with transaction costs and dividends 0 0 1 55 1 3 5 204
PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality 0 0 0 1 0 0 1 20
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 0 2 26
Price discovery in equity and CDS markets 0 0 1 7 0 0 3 44
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 0 1 191
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 1 64 0 0 2 271
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences 0 0 0 1 0 1 6 25
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 0 3 297
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 0 0 1 15
Uncertainty, Economies of Scale, and Barrier to Entry 0 1 2 92 0 4 5 565
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 11 0 0 2 47
Vertical differentiation: Entry and market coverage with multiproduct firms 0 0 0 74 0 1 1 192
Total Journal Articles 1 2 17 994 7 28 100 4,949

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 2 23
Total Books 0 0 0 0 0 0 2 23

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Statistics updated 2025-10-06