Stylianos Perrakis

Finance · 2000–2007

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Stylianos Perrakis trusts overall

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

  1. George M. Constantinides
  2. Jun Pan
  3. John H. Cochrane
  4. John C. Hull

Who trusts Stylianos Perrakis overall

  1. George M. Constantinides
  2. H. Windcliff
  3. Peter A. Forsyth
  4. Elyès Jouini
  5. Kenneth R. Vetzal
  6. Peter F. Christoffersen

Papers from Stylianos Perrakis's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  3. Nonparametric option pricing under shape restrictions
  4. Option-Implied Risk Aversion Estimates
  5. Nonparametric Risk Management and Implied Risk Aversion
  6. Empirical Assessment of an Intertemporal option Pricing Model with Latent variables
  7. Semiparametric ARCH models
  8. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (Journal of Political Economy)
  9. Gain, Loss, and Asset Pricing (Journal of Political Economy)
  10. Density Estimation

Their papers