| . |
Tsekrekos, Andrianos E.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,332 |
Total
Citations
9 |
|
|
|
|
|
1.
|
|
|
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
|
| Posted: |
|
16 Mar 02
|
|
Last Revised:
|
|
22 Jan 13
|
|
635
(18,443)
|
2
|
|
| |
|
| |
Real options, Intertemporal optimal exchange, Two-player stochastic game, Expected active times and probabilities
|
|
|
2.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
| Posted: |
|
16 Feb 09
|
|
Last Revised:
|
|
22 Jan 13
|
|
141
(103,380)
|
|
|
| |
|
| |
Exchange rates, Term structure, Implied volatility surfaces, Volatility functions, Forecasting, Foreign exchange options
|
|
|
3.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
| Posted: |
|
11 Oct 09
|
|
Last Revised:
|
|
19 Apr 10
|
|
129
(111,395)
|
2
|
|
| |
|
| |
Implied volatility surfaces, static Factor model, Forecasting, Trading strategies
|
|
|
4.
|
|
|
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
| Posted: |
|
24 Oct 09
|
|
Last Revised:
|
|
04 May 10
|
|
87
(149,552)
|
2
|
|
| |
|
| |
Investment, Uncertainty, Real options, Mean reversion
|
|
|
5.
|
|
|
Siougle, Georgia
Athens University of Economics and Business - Department of Accounting and Finance Spyrou, Spyros I.
Athens University of Economics & Business Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
| Posted: |
|
16 Apr 10
|
|
Last Revised:
|
|
10 Jun 11
|
|
78
(158,886)
|
1
|
|
| |
|
| |
Mergers and Acquisitions, Informed Trading, Options Trading
|
|
|
6.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
|
76
(161,453)
|
|
|
| |
|
| |
Exchange rates, Implied volatility surfaces, Volatility functions, Forecasting, Foreign exchange options
|
|
|
7.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
|
54
(193,735)
|
1
|
|
| |
|
| |
Common shocks, Implied volatility surfaces, FX options, Dynamic factor model, Static factor representation, Covariance, Correlation
|
|
|
8.
|
|
Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafał
affiliation not provided to SSRN
|
|
Posted:
|
|
06 May 11
|
|
Last Revised:
|
|
28 Aug 12
|
|
44
(211,898)
|
|
|
|
|
|
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafał
affiliation not provided to SSRN
|
|
0
|
|
|
| |
|
| |
natural resource investment, real options, factor models, commodity prices, least‐squares Monte Carlo simulation
|
|
|
|
|
|
|
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
|
| Posted: |
|
06 May 11
|
|
Last Revised:
|
|
28 Aug 12
|
|
44
|
|
|
| |
|
| |
Natural resource investment, Real options, Factor models, Commodity prices, least–squares Monte Carlo simulation
|
|
|
|
|
|
9.
|
|
|
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Kanoutos, Georgios
affiliation not provided to SSRN
|
| Posted: |
|
21 Nov 11
|
|
Last Revised:
|
|
23 Nov 11
|
|
44
(211,898)
|
|
|
| |
|
| |
Urban land values, real options, Greek real estate
|
|
|
10.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
| Posted: |
|
12 May 12
|
|
Last Revised:
|
|
20 Feb 13
|
|
26
(255,185)
|
|
|
| |
|
| |
implied volatility surfaces, currency options, causality, seasonality
|
|
|
11.
|
|
|
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
|
|
18
(282,470)
|
1
|
|
| |
|
| |
Implied volatility surfaces, Currency options, Factor model, Causality
|
|
