Items where Author is "Kourtis, Apostolos"

Up a level
Export as [feed] RSS
Group by: Item Type | Status | No Grouping
Jump to: Article
Number of items: 9.

Article

Symitsi, Efthymia, Symeonidis, Lazaros, Kourtis, Apostolos and Markellos, Raphael (2018) Covariance Forecasting in Equity Markets. Journal of Banking and Finance, 96. pp. 153-168. ISSN 0378-4266

Kourtis, Apostolos, Markellos, Raphael N. and Symeonidis, Lazaros (2016) An International Comparison of Implied, Realized and GARCH Volatility Forecasts. Journal of Futures Markets, 36 (12). ISSN 0270-7314

Kourtis, Apostolos (2016) The Sharpe ratio of estimated efficient portfolios. Finance Research Letters, 17. pp. 72-78. ISSN 1544-6123

Kourtis, Apostolos (2015) A Stability Approach to Mean-Variance Optimization. Financial Review, 50 (3). pp. 301-330. ISSN 1540-6288

Kourtis, Apostolos (2014) On the Distribution and Estimation of Trading Costs. Journal of Empirical Finance, 28. pp. 104-117.

Coakley, Jerry, Dotsis, George, Kourtis, Apostolos and Psychoyios, Dimitrios (2014) Implied Comovement.

Kourtis, Apostolos, Markellos, Raphael and Psychoyios, Dimitrios (2012) Wine Price Risk Management: International Diversification and Derivative Instruments. International Review of Financial Analysis, 22. pp. 30-37.

Kourtis, Apostolos, Dotsis, George and Markellos, Raphael (2012) Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix. Journal of Banking and Finance, 36 (9). pp. 2522-2531. ISSN 1872-6372

Kourtis, Apostolos and Markellos, Raphael (2011) Traded American Options are Bermudan. Managerial Finance, 37 (11). pp. 978-984.

This list was generated on Sun Apr 5 22:07:21 2020 BST.