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Pricing and momentum of syndic...
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24
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12
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8
Poon, Ser-Huang
7
Satchell, Stephen E.
6
Batiz-Zuk, Enrique
5
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3
Peel, David
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Generating composite volatility forecasts with random factor betas
Christodoulakis, George A.
- In:
Forecasting volatility in the financial markets
,
(pp. 391-406)
.
2007
Persistent link: https://www.econbiz.de/10003873031
Saved in:
2
Sharpe style analysis in the MSCI sector portfolios: a Monte Carlo integration approach
Christodoulakis, George A.
- In:
Linear factor models in finance
,
(pp. 83-94)
.
2005
Persistent link: https://www.econbiz.de/10003304030
Saved in:
3
Conditions for rational investment short-termism
Christodoulakis, George A.
- In:
Annals of finance
8
(
2012
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10009510586
Saved in:
4
Privatization of state assets in the presence of crisis
Christodoulakis, George A.
- In:
Managing risks in the European periphery debt crisis : …
,
(pp. 108-123)
.
2015
Persistent link: https://www.econbiz.de/10010467118
Saved in:
5
Rating agencies vs. sovereign debt markets : a tale of interacting risk preferences
Christodoulakis, George A.
- In:
Managing risks in the European periphery debt crisis : …
,
(pp. 78-86)
.
2015
Persistent link: https://www.econbiz.de/10010467121
Saved in:
6
Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis
Christodoulakis, George A.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 227-233
Persistent link: https://www.econbiz.de/10003219479
Saved in:
7
Estimating the term structure of commodity market preferences
Christodoulakis, George A.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
Saved in:
8
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
9
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
10
Return attribution analysis of the UK insurance portfolios
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10003978885
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