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Transaction costs and the pricing of financial assets

Kōnstantinidēs, Giōrgos - In: Multinational finance journal : MF ; quarterly … 1 (1997) 2, pp. 93-99

Persistent link: https://www.econbiz.de/10001436124

Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences

Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369

Persistent link: https://www.econbiz.de/10001389116

American options, numerical methods and risk management

Kōnstantinidēs, Giōrgos (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001548985

Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs

Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002

Persistent link: https://www.econbiz.de/10001661181

Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities

Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 331-346

Persistent link: https://www.econbiz.de/10001651163

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

Mispriced Index Option Portfolios

Kōnstantinidēs, Giōrgos - 2017

The optimal portfolio of a utility-maximizing investor trading in the S&P 500 index and cash, subject to proportional transaction costs, becomes stochastically dominated when overlaid with a zero-net-cost portfolio of S&P 500 options bought at their ask and written at their bid price in most...

Persistent link: https://www.econbiz.de/10012965783

Mispriced Index Option Portfolios

Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - 2021

Persistent link: https://www.econbiz.de/10013233758

Mispricing of S&P 500 index options

Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - 2008

Persistent link: https://www.econbiz.de/10003791478

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