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On the quality of Taylor approximations to expected utility

Skoulakis, Georgios - In: Applied financial economics 22 (2012) 10/12, pp. 863-876

Persistent link: https://www.econbiz.de/10009625005

Ex-post risk premia estimation and asset pricing tests using large cross sections : the regression-calibration approach

Kim, Soohun; Skoulakis, Georgios - In: Journal of econometrics 204 (2018) 2, pp. 159-188

Persistent link: https://www.econbiz.de/10011974727

Generalized method of moments : applications in finance

Jagannathan, Ravi; Skoulakis, Georgios; Wang, Zhenyu - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 470-481

Persistent link: https://www.econbiz.de/10001705960

The analysis of the cross-section of security returns

Jagannathan, Ravi; Skoulakis, Georgios; Wang, Zhenyu - 2010

Persistent link: https://www.econbiz.de/10003900742

Solving consumption and portfolio choice problems : the state variable decomposition method

Garlappi, Lorenzo; Skoulakis, Georgios - In: The review of financial studies 23 (2010) 9, pp. 3346-3400

Persistent link: https://www.econbiz.de/10008664113

Do subjective expectations explain asset pricing puzzles?

Bakshi, Gurdip S.; Skoulakis, Georgios - In: Journal of financial economics 98 (2010) 3, pp. 462-477

Persistent link: https://www.econbiz.de/10008827020

Taylor series approximations to expected utility and optimal portfolio choice

Garlappi, Lorenzo; Skoulakis, Georgios - In: Mathematics and financial economics 5 (2011) 2, pp. 121-156

Persistent link: https://www.econbiz.de/10009315536

Essays in asset pricing and financial econometrics

Skoulakis, Georgios - 2006

Persistent link: https://www.econbiz.de/10003908302

Do Subjective Expectations Explain Asset Pricing Puzzles?

Bakshi, Gurdip; Skoulakis, Georgios - 2008

The structural uncertainty model with Bayesian learning, advanced by Weitzman (2007), provides a framework for gauging the effect of structural uncertainty on asset prices and risk premiums, and has quite a few appealing attributes. In this paper, we provide an operational version of his...

Persistent link: https://www.econbiz.de/10014214507

Do Subjective Expectations Explain Asset Pricing Puzzles?

Bakshi, Gurdip - 2010

The structural uncertainty model with Bayesian learning, advanced by Weitzman (AER 2007), provides a framework for gauging the effect of structural uncertainty on asset prices and risk premiums. This paper provides an operational version of this approach that incorporates realistic priors about...

Persistent link: https://www.econbiz.de/10013144924