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Georgios Skoulakis
Georgios Skoulakis
Associate Professor of Finance, University of Piraeus
Email verificata su unipi.gr - Home page
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Citata da
Citata da
Anno
The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity
G Bakshi, G Panayotov, G Skoulakis
Commodity Returns, and Global Economic Activity (October 1, 2010), 2010
1722010
Generalized methods of moments: Applications in finance
R Jagannathan, G Skoulakis, Z Wang
Journal of Business & Economic Statistics 20 (4), 470-481, 2002
1452002
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
G Bakshi, G Panayotov, G Skoulakis
Journal of Financial Economics 100 (3), 475-495, 2011
1122011
The analysis of the cross-section of security returns
R Jagannathan, G Skoulakis, Z Wang
Handbook of financial econometrics: Applications, 73-134, 2010
802010
Panel data inference in finance: Least-squares vs Fama-MacBeth
G Skoulakis
Available at SSRN 1108865, 2008
632008
Taylor series approximations to expected utility and optimal portfolio choice
L Garlappi, G Skoulakis
Mathematics and Financial Economics 5, 121-156, 2011
622011
Solving consumption and portfolio choice problems: The state variable decomposition method
L Garlappi, G Skoulakis
The Review of Financial Studies 23 (9), 3346-3400, 2010
492010
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
L Garlappi, G Skoulakis
Computational Economics 33, 193-207, 2009
372009
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach
S Kim, G Skoulakis
Journal of econometrics 204 (2), 159-188, 2018
352018
Superprocesses over a stochastic flow
G Skoulakis
The University of North Carolina at Chapel Hill, 2000
312000
Do subjective expectations explain asset pricing puzzles?
G Bakshi, G Skoulakis
Journal of Financial Economics 98 (3), 462-477, 2010
302010
Panel data inference in finance: Least-squares vs. Fama-MacBeth
G Skoulakis
Unpublished working paper, University of Maryland, United States, 2006
222006
In search of explanation for the predictive ability of the Baltic Dry Index for global stock returns, commodity returns, and global economic activity
G Bakshi, G Panayotov, G Skoulakis
University of Maryland Working Paper, 2013
152013
Dynamic portfolio choice with Bayesian learning
G Skoulakis
Available at SSRN 1108816, 2008
152008
Assessment of asset-pricing models using cross-sectional regressions
G Skoulakis
work, 2005
152005
A state-variable decomposition approach for solving portfolio choice problems
L Garlappi, G Skoulakis
EFA 2008 Athens Meetings Paper, 2008
112008
Ex-post risk premia tests using individual stocks: The IV-GMM solution to the EIV problem
S Kim, G Skoulakis
Unpublished Manuscript. Georgia Institute of Technology, 2016
102016
Estimating and testing linear factor models using large cross sections: The regression-calibration approach
S Kim, G Skoulakis
Unpublished working paper. University of Maryland, College Park, 2014
92014
Ergodicity and existence of moments for local mixtures of linear autoregressions
A Carvalho, G Skoulakis
Statistics & probability letters 71 (4), 313-322, 2005
82005
On the quality of Taylor approximations to expected utility
G Skoulakis
Applied Financial Economics 22 (11), 863-876, 2012
72012
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20