Search Results - person:"Fotopoulos, Stergios"

Minimizing online retailers' revenue loss under a time-varying willingness-to-pay distribution

Kazemi, Mohammad Sadegh; Fotopoulos, Stergios; Wang, … - In: International journal of production economics 257 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014249629

Multivariate generalized hyperbolic laws for modeling financial log‐returns : Empirical and theoretical considerations

Fotopoulos, Stergios B.; Paparas, Alex; Jandhyala, … - In: Applied Stochastic Models in Business and Industry 36 (2020) 5, pp. 757-775

Persistent link: https://www.econbiz.de/10012406403

Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns : Empirical and theoretical considerations”

Fotopoulos, Stergios B.; Paparas, Alex; Jandhyala, … - In: Applied Stochastic Models in Business and Industry 36 (2020) 5, pp. 780-782

Persistent link: https://www.econbiz.de/10012406422

Purchasing decisions under stochastic prices : approximate solutions for order time, order quantity and supplier selection

Hu, Xiangling; Munson, Charles L.; Fotopoulos, Stergios - 2012

Persistent link: https://www.econbiz.de/10009710221

Inference for single and multiple change‐points in time series

Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; … - In: Journal of time series analysis 34 (2013) 4, pp. 423-446

Persistent link: https://www.econbiz.de/10010135516

Inference for single and multiple change-points in time series

Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; … - In: Journal of Time Series Analysis 34 (2013) 4, pp. 423-446

Persistent link: https://www.econbiz.de/10010713457

Nonlinear Properties of Multifactor Financial Models

Chen, Kim Heng; Jandhyala, Venkata K.; Fotopoulos, … - 2005

This paper provides a comprehensive analysis of the nonlinear properties of multifactor pricing models. Beginning with the generalized geometric Brownian motion, we develop a method whereby the log returns of a set of d-assets or portfolios admit a scale mixture model. This is followed by an...

Persistent link: https://www.econbiz.de/10009444682

Nonlinear Properties of Multifactor Financial Models

Chen, Kim Heng; Jandhyala, Venkata K.; Fotopoulos, … - In: Review of Applied Economics 1 (2005) 2

Persistent link: https://www.econbiz.de/10005256587

Nonlinear properties of multifactor financial models

Kim Heng Chen; Jandhyala, Venkata K.; Fotopoulos, Stergios - In: Review of applied economics 1 (2005) 2, pp. 143-169

Persistent link: https://www.econbiz.de/10003779457

Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection

Hu, Xiangling; Munson, Charles L.; Fotopoulos, Stergios B. - 2012

Persistent link: https://www.econbiz.de/10010047414