Olympia Hadjiliadis

Finance · 2006–2012

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #9,139 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 6 citations into it; #21,090 of 23,481 by trust here, #22,128 by citations
• Management Science and Operations Research — 5 citations into it

Whom Olympia Hadjiliadis trusts overall

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

1. George V. Moustakides
2. Peter P. Carr
3. Monique Jeanblanc
4. Ashkan Nikeghbali
5. Albert N. Shiryaev
6. Hongzhong Zhang

Who trusts Olympia Hadjiliadis overall

1. Hongzhong Zhang

Papers from Olympia Hadjiliadis's perspective

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

1. A Comparison of Some Control Chart Procedures
2. Optimal stopping times for detecting changes in distributions
3. Optimality of the CUSUM procedure in continuous time
4. A class of remarkable submartingales
5. Mathematical Methods for Financial Markets
6. Optimal positioning in derivative securities
7. MAXIMUM DRAWDOWN INSURANCE
8. An Extension of P. Lévy's Distributional Properties to the Case of a Brownian Motion with Drift@@@An Extension of P. Levy's Distributional Properties to the Case of a Brownian Motion with Drift
9. Portfolio sensitivity to changes in the maximum and the maximum drawdown
10. Control Chart Tests Based on Geometric Moving Averages (Technometrics)

Their papers

• MAXIMUM DRAWDOWN INSURANCE (2011) — 64 citations
• Drawdowns and the Speed of Market Crash (2012) — 51 citations
• Sequential Classification in Point Clouds of Urban Scenes (2010)
• Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (2006) — 48 citations