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Financial derivatives : futures, forwards, swaps, options, corporate securities, and credit default swaps
Kōnstantinidēs, Giōrgos (ed.) - 2015
Persistent link: https://www.econbiz.de/10010483640
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Equity options markets : foundations and pricing
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548967
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548972
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American options, numerical methods and risk management
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548985
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Options markets
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001539040
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2009) 3, pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - 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; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
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The puzzle of index option returns
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: Review of asset pricing studies 3 (2013) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
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Are options on index futures profitable for risk averse investors? : empirical evidence
Jackwerth, Jens Carsten; Kōnstantinidēs, Giōrgos; … - 2008
American call and put options on the S&P 500 index futures that violate the stochastic dominance bounds of Constantinides and Perrakis (2007) over 1983-2006 are identified as potentially profitable investment opportunities. Call bid prices more frequently violate their upper bound than put bid...
Persistent link: https://www.econbiz.de/10003876987