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Mispricing of S&P 500 Index Options
Constantinides, George M.; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2013) 3, pp. 1247-1246
Persistent link: https://www.econbiz.de/10010113732
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Mispricing of S&P 500 Index Options
Constantinides, George M.; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2009) 3, pp. 1247-1278
Persistent link: https://www.econbiz.de/10008176666
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MISPRICING OF S&P 500 INDEX OPTIONS
Constantinides, George M.; Jackwerth, Jens Carsten; … - 2008
Persistent link: https://www.econbiz.de/10008165237
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STOCHASTIC DOMINANCE BOUNDS ON DERIVATIVE PRICES IN A MULTIPERIOD ECONOMY WITH PROPORTIONAL TRANSACTION COSTS
Constantinides, George M.; Perrakis, Stylianos - 2002
Persistent link: https://www.econbiz.de/10006974583
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Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence
CONSTANTINIDES, GEORGE M.; CZERWONKO, MICHAL; CARSTEN … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1438
Persistent link: https://www.econbiz.de/10009180456
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Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Constantinides, George M.; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7, pp. 1323
Persistent link: https://www.econbiz.de/10006769551
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Les contributions de la théorie financière à la solution de problèmes en organisation indusstrielle et en microéconomie appliquée
Perrakis, Stylianos - In: L' Actualité économique : revue trimest. 65 (1989) 4, pp. 518-546
Persistent link: https://www.econbiz.de/10009898876
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Transaction costs and the pricing of financial assets
Constantinides, George M. - In: Multinational finance journal : MF ; quarterly … 1 (1997) 2, pp. 93-99
Persistent link: https://www.econbiz.de/10009879193
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Free entry may reduce total willingness-to-pay
Constantatos, Christos; Perrakis, Stylianos - In: Economics letters 62 (1999) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10006786533
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Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168
Persistent link: https://www.econbiz.de/10010132126