Themis D. Pantos

San Jose State University-Donald and Sally Lucas Graduate School of Business

Associate Professor of Finance

One Washington Square

San Jose, CA 95192-0066

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

What Do the Value at Risk Measure and the Respective Legislative Framework Really Offer to Financial Stability? Critical Views and Procyclicality

Forthcoming in European Journal of Economics and Economic Policies: Intervention.
Posted: 21 Dec 2017 Last Revised: 25 Nov 2018
Evangelos Vasileiou and Themis D. Pantos
Department of Financial and Management Engineering and San Jose State University-Donald and Sally Lucas Graduate School of Business

Abstract:

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Value at Risk, Procyclicality, Early Warning Indicators, Efficient Legislative Framework, Estimations Accuracy

2.

Alternative to Black-Scholes for Valuing Esos

Tax Notes, Vol. 99, No. 4, p. 533, April 28, 2003
Posted: 25 Apr 2003
Themis D. Pantos, Stewart Karlinsky and Joe Mori
San Jose State University-Donald and Sally Lucas Graduate School of Business, San Jose State University - Donald and Sally Lucas Graduate School of Business and San Jose State University - Donald and Sally Lucas Graduate School of Business

Abstract:

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