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Inferring option-implied investors' risk preferences

Giamouridis, Daniel - In: Applied financial economics 15 (2005) 7, pp. 479-488

Persistent link: https://www.econbiz.de/10002738632

Systematic investment strategies

Giamouridis, Daniel - In: Financial analysts' journal : FAJ 73 (2017) 4, pp. 10-14

Persistent link: https://www.econbiz.de/10011879069

Revisiting Mutual Fund Performance Evaluation

Angelidis, Timotheos; Giamouridis, Daniel; … - 2012

Mutual fund manager excess performance should be measured relative to their self-reported benchmark rather than the return of a passive portfolio with the same risk characteristics. Ignoring the self-reported benchmark introduces biases in the measurement of stock selection and timing components...

Persistent link: https://www.econbiz.de/10015230629

Estimating implied PDFs from American options on futures : a new semiparametric approach

Flamouris, Dimitris; Giamouridis, Daniel - In: The journal of futures markets 22 (2002) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10001646593

Asymptotic distribution expansions in option pricing

Giamouridis, Daniel; Tamvakis, Michael - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 33-44

Persistent link: https://www.econbiz.de/10001708444

Approximate basket option valuation for a simplified jump process

Flamouris, Dimitris; Giamouridis, Daniel - In: The journal of futures markets 27 (2007) 9, pp. 819-837

Persistent link: https://www.econbiz.de/10003518518

Hedge fund pricing and model uncertainty

Vrontos, Spyridon D.; Vrontos, Ioannis D.; Giamouridis, … - In: Journal of banking & finance 32 (2008) 5, pp. 741-753

Persistent link: https://www.econbiz.de/10003702734

Predicting European takeover targets

Brar, Gurvinder; Giamouridis, Daniel; Liodakis, Manolis - In: European financial management : the journal of the … 15 (2009) 2, pp. 430-450

Persistent link: https://www.econbiz.de/10003824813

A comparison of alternative approaches for determining the downside risk of hedge fund strategies

Giamouridis, Daniel; Ntoula, Ionna - In: The journal of futures markets 29 (2009) 3, pp. 244-269

Persistent link: https://www.econbiz.de/10003831099

The sophisticated and the simple: the profitability of contrarian strategies from a portfolio manager's perspective

Giamouridis, Daniel; Montagu, Chris - In: European financial management : the journal of the … 20 (2014) 1, pp. 152-178

Persistent link: https://www.econbiz.de/10010248853