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Essays on pricing kernel estim...
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Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
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2017
Persistent link: https://www.econbiz.de/10011732296
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
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2008
Persistent link: https://www.econbiz.de/10003791478
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Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
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2010
Persistent link: https://www.econbiz.de/10008656711
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4
Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
-
2002
Persistent link: https://www.econbiz.de/10001661181
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