Costis Skiadas

Finance · 2002–2013

A researcher in the Science corpus: 5 papers; trusts 42 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 49 citations into it; #4,122 of 10,518 by trust here, #4,260 by citations
• Economics and Econometrics — 40 citations into it; #10,287 of 23,481 by trust here, #11,156 by citations
• General Decision Sciences — 14 citations into it; #1,576 of 1,995 by trust here, #1,957 by citations
• Management Science and Operations Research — 14 citations into it; #8,388 of 11,946 by trust here, #6,563 by citations
• Demography — 11 citations into it
• Statistics and Probability — 6 citations into it

Whom Costis Skiadas trusts overall

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

1. M. Kobylanski
2. Larry G. Epstein
3. Massimo Marinacci
4. Peter Klibanoff
5. Fabio Maccheroni
6. Zengjing Chen
7. Martin Schneider
8. Lars Peter Hansen
9. Mark Schroder
10. Thomas J. Sargent

Who trusts Costis Skiadas overall

1. Holger Kraft
2. Hengjie Ai
3. Ravi Bansal
4. Andrea Buraschi
5. Peter Bossaerts
6. Hui Chen
7. Enrico Biffis

Papers from Costis Skiadas's perspective

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

1. Ambiguity, risk, and asset returns in continuous time
2. Robust Control and Model Uncertainty
3. Dynamic variational preferences (Journal of Economics Theory)
4. Rare Disasters and Asset Markets in the Twentieth Century
5. Axiomatic Foundations of Multiplier Preferences
6. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
7. A Smooth Model of Decision Making under Ambiguity
8. Habit formation: a resolution of the equity premium puzzle?
9. Uncertainty Aversion with Second-Order Utilities and Probabilities (Management Sciences)
10. The Equity Premium Puzzle

Their papers

• An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation (2002) — 102 citations
• Dynamic Portfolio Choice and Risk Aversion (2007) — 67 citations
• Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility (2013) — 65 citations
• Asset Pricing Theory (2009) — 76 citations
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursiv (2003) — 115 citations