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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

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

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

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

Conditions for Rational Investment Short-Termism

Christodoulakis, George A. - Manchester Business School - 2006

In this paper we examine the theoretical conditions under which a firm will have incentives to optimallychoose investment projects of duration that deviates from its stated horizon objective. Our approachconsiders a context in which investment horizon is subject to randomness and its length is...

Persistent link: https://www.econbiz.de/10005870092