A.N. Yannacopoulos

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

SCHOLARLY PAPERS

11

DOWNLOADS

296

CITATIONS

4

Scholarly Papers (11)

1.

Optimal Switching Decisions Under Stochastic Volatility with Fast Mean Reversion

European Journal of Operational Research, Vol. 251, No. 1, pp. 148-157, 2016
Number of pages: 26 Posted: 26 Mar 2016
Andrianos E. Tsekrekos and A.N. Yannacopoulos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads 52 (379,792)

Abstract:

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Optimal switching problems, Multi-scale stochastic volatility, Quasi-variational inequalities, Hysteresis

2.

Uncertainty, Ambiguity Aversion and Frechet Mean Preferences

Number of pages: 45 Posted: 06 Jul 2017
Electra Petracou, Anastasios Xepapadeas and A.N. Yannacopoulos
University of the Aegean, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 48 (393,236)

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Uncertainty aversion, Group decision making, discounting

3.

A Learning Algorithm Based on Experts' Opinions

Number of pages: 24 Posted: 15 May 2015
Georgios Papayiannis and A.N. Yannacopoulos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 45 (403,694)

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Statistical learning, expert opinion, Wasserstein metric, Kullback-Leibler divergence, convex optimization

4.

Convex Risk Measures for the Aggregation of Multiple Information Sources and Applications in Insurance

Number of pages: 49 Posted: 13 Dec 2016 Last Revised: 13 Mar 2018
Georgios Papayiannis and A.N. Yannacopoulos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 41 (418,470)

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Model Uncertainty, Model Aggregation, Convex Risk Measures, Robustness, Frechet Variance

5.

Optimal Agglomerations in Dynamic Economics

FEEM Working Paper No. 64.2012
Number of pages: 49 Posted: 16 Oct 2012
William A. Brock, Anastasios Xepapadeas and A.N. Yannacopoulos
University of Wisconsin, Madison - Department of Economics, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 37 (434,487)
Citation 1

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agglomeration, spatial spillovers, spillover induced instability, rational expectations equilibrium, social optimum, monotone operators

6.

Adjustment Costs and Long Run Spatial Agglomerations

FEEM Working Paper No. 68.2013
Number of pages: 17 Posted: 30 Aug 2013
William A. Brock, Anastasios Xepapadeas and A.N. Yannacopoulos
University of Wisconsin, Madison - Department of Economics, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 28 (474,906)

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Investment Theory, Adjustment Costs, Spatial Agglomerations

7.

Regulating the Environmental Consequences of Preferences for Social Status within an Evolutionary Framework

FEEM Working Paper No. 034.2015
Number of pages: 27 Posted: 25 Apr 2015
University of Macedonia - Accounting and Finance, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 24 (496,437)

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Status-seaking, Replicator Dynamics, Information Provision, Environmental Taxation

8.

Robust Control of a Spatially Distributed Commercial Fishery

FEEM Working Paper No. 11.2013
Number of pages: 31 Posted: 28 Feb 2013
William A. Brock, Anastasios Xepapadeas and A.N. Yannacopoulos
University of Wisconsin, Madison - Department of Economics, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 21 (513,571)
Citation 2

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Spatiotemporal Dynamics, Model Uncertainty, Robust Control, Fishery

9.

Wiener Chaos Expansion and Numerical Solutions of the Heath–Jarrow–Morton Interest Rate Model

Journal of Computational Finance, Vol. 19, No. 4, 2016
Number of pages: 28 Posted: 14 Jun 2016
Evangelia Kalpinelli, Nikolaos Fragos and A.N. Yannacopoulos
Athens University of Economics and Business, Athens University of Economics and Business - Department of Statistics and Athens University of Economics and Business
Downloads 0 (667,153)
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Abstract:

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Wiener chaos, Heath–Jarrow–Morton equation, Monte Carlo, Kalman filter, numerical methods

10.

Optimal Control in Space and Time and the Management of Environmental Resources

Annual Review of Resource Economics, Vol. 6, Issue 1, pp. 33-68, 2014
Posted: 08 Oct 2014
William A. Brock, Anastasios Xepapadeas and A.N. Yannacopoulos
University of Wisconsin, Madison - Department of Economics, Athens University of Economics and Business and Athens University of Economics and Business

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11.

Scenarios for Price Determination in Incomplete Markets

International Journal of Theoretical and Applied Finance, Vol. 11, No. 5, pp. 415-445, 2008
Posted: 26 Apr 2010
A.N. Yannacopoulos
Athens University of Economics and Business

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Incomplete markets, market games, risk sharing, regret, dynamical schemes