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Capital market equilibrium with transaction costs

Kōnstantinidēs, Giōrgos - In: Journal of political economy 94 (1986) 4, pp. 842-862

Persistent link: https://www.econbiz.de/10001012534

Financial markets and asset pricing

Kōnstantinidēs, Giōrgos (contributor) - 2013 - 1. ed

Persistent link: https://www.econbiz.de/10009696080

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

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

Mispriced index option portfolios

Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - 2017

Persistent link: https://www.econbiz.de/10011732296

Investment principles for individual retirement accounts

Malliaris, Anastasios G.; Malliaris, Mary E. - In: Journal of banking & finance 32 (2008) 3, pp. 393-404

Persistent link: https://www.econbiz.de/10003707754

Duration based strategies for managing bank interest rate risk

Malliaris, Anastasios G. - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 1, pp. 683-697

Persistent link: https://www.econbiz.de/10001009828

Delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 133 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013256683

Reprint of : delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 140 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013463134

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

Constantinides, George M. - 2010

By applying stochastic dominance arguments, upper bounds on the reservation write price of European calls and puts and lower bounds on the reservation purchase price of these derivatives are derived in the presence of proportional transaction costs incurred in trading the underlying security....

Persistent link: https://www.econbiz.de/10012763033