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~person:"Perrakis, Stylianos"
~subject:"Transaction costs"
~type_genre:"Article in journal"
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Transaction costs
Transaktionskosten
8
Option trading
4
Optionsgeschäft
4
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4
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
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Perrakis, Stylianos
Williamson, Oliver E.
19
Kabanov, Jurij M.
15
Muhle-Karbe, Johannes
13
Bessembinder, Hendrik
12
Jouini, Elyès
12
Windsperger, Josef
12
Yang, Xiaokai
12
Zhou, Kevin Zheng
12
Verbeke, Alain
11
Allen, Douglas Ward
10
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10
Foss, Nicolai J.
10
Guasoni, Paolo
10
Nooteboom, Bart
10
Saussier, Stéphane
10
Atkinson, Colin
9
Hennart, Jean-François Marie André
9
Lépinette, Emmanuel
9
Martimort, David
9
Ménard, Claude
9
Mahoney, Joseph Timothy
8
Masten, Scott E.
8
McCann, Laura M. J.
8
Peng, Mike W.
8
Reuer, Jeffrey J.
8
Rásonyi, Miklós
8
Schachermayer, Walter
8
Spiller, Pablo T.
8
Baudry, Bernard
7
Buckley, Peter J.
7
Chavas, Jean-Paul
7
Dahlstrom, Robert
7
Langlois, Richard N.
7
Mayer, Kyle J.
7
Novy, Dennis
7
Starr, Ross M.
7
Venkataraman, Kumar
7
Baena, Verónica
6
Bayraktar, Erhan
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Journal of economic dynamics & control
3
The quarterly journal of finance
2
European financial management : the journal of the European Financial Management Association
1
Risk and decision analysis
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Transaction costs and option prices
Perrakis, Stylianos
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
Saved in:
2
Portfolio selection with transaction costs and jump-diffusion asset dynamics I : a numerical solution
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011585411
Saved in:
3
Portfolio selection with transaction costs and jump-diffusion asset dynamics II : economic implications
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011585413
Saved in:
4
PIP transactions, price imporvement, informed trades and order excution quality
Khoury, Nabil T.
;
Perrakis, Stylianos
;
Savor, Marko
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10003960949
Saved in:
5
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
Saved in:
6
The American put under transactions costs
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 915-935
Persistent link: https://www.econbiz.de/10001855995
Saved in:
7
Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
Saved in:
8
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1527-1561
Persistent link: https://www.econbiz.de/10001508747
Saved in:
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