George Dotsis

Finance · 2007–2012

A researcher in the Science corpus: 4 papers; trusts 32 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom George Dotsis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Steven Kou
  2. Christopher S. Jones
  3. Yacine Aït-Sahalia
  4. Kenneth J. Singleton
  5. Gurdip Bakshi
  6. Steven Heston
  7. Peter P. Carr
  8. Olivier Ledoit
  9. Victor DeMiguel
  10. Q. Vuong

Who trusts George Dotsis overall

  1. A. Sepp
  2. J. Mencía
  3. Dimitris Psychoyios
  4. Eirini Konstantinidi
  5. Enrique Sentana
  6. Victor DeMiguel
  7. George Skiadopoulos
  8. Raphael N. Markellos
  9. Jin-Chuan Duan

Papers from George Dotsis's perspective

Ordered by how strongly the researchers George Dotsis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Estimation of affine asset pricing models using the empirical characteristic function
  4. The Pricing of Options and Corporate Liabilities
  5. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  6. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  7. The dynamics of stochastic volatility: evidence from underlying and options markets
  8. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  9. The stationary bootstrap
  10. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆

Their papers