E-LIB Suche - Ergebnisse für: Tompaidis, Stathis

1

Robust Financial Networks:

Hu, Feihong ; Mitchell, Daniel ; Tompaidis, Stathis
Operations Research. , 2024

2

Collateral competition: Evidence from central counterpartie:

Grothe, Magdalena ; Pancost, N. Aaron ; Tompaidis, Stathis
Journal of Financial Economics. 149 (2023) 3 - p. 536-556 , 2023

Link: https://doi.org/10.1016/..

3

Hedging Commodity Price Risk:

Ghoddusi, Hamed ; Titman, Sheridan ; Tompaidis, Stathis
Journal of Financial and Quantitative Analysis. 58 (2022) 3 - p. 1202-1229 , 2022

Link: https://doi.org/10.1017/..

4

Comments on "Network Structure and Its Impact on Commodity ..:

Tompaidis, Stathis
Production and Operations Management. 30 (2021) 12 - p. 4577-4578 , 2021

Link: https://doi.org/10.1111/..

5

Empirical analysis of collateral at central counterparties

ESRB Working Paper Series, No 131 / December 2021

Grothe, Magdalena ; Pancost, N. Aaron ; Tompaidis, Stathis , 2021

Link: https://data.europa.eu/d..

6

Impact of managerial commitment on risk taking with dynamic..:

, In: Management science

Kaniel, Ron ; Tompaidis, Stathis ; Zhou, Ti. (2019) 7 - p. 3174-3195

Copies: Zentrale;

7

Volume-weighted average price tracking: A theoretical and e..:

Mitchell, Daniel ; Białkowski, Jȩdrzej ; Tompaidis, Stathis
IISE Transactions. 52 (2019) 8 - p. 864-889 , 2019

Link: https://doi.org/10.1080/..

8

Portfolio tax trading with carryover losses:

, In: Management science

Ehling, Paul ; Tompaidis, Stathis ; Gallmeyer, Michael F.... (2018) 9 - p. 4156-4176

Copies: Zentrale;

9

Portfolio Tax Trading with Carryover Losses:

Ehling, Paul ; Gallmeyer, Michael ; Srivastava, Sanjay..
Management Science. 64 (2018) 9 - p. 4156-4176 , 2018

Link: https://www.jstor.org/st..

10

Why does junior put all his eggs in one basket? A potential..:

Roche, Hervé ; Tompaidis, Stathis ; Yang, Chunyu
Journal of Financial Economics. 109 (2013) 3 - p. 775-796 , 2013

Link: https://doi.org/10.1016/..

11

A numerical algorithm for pricing electricity derivatives f..:

Albanese, Claudio ; Lo, Harry ; Tompaidis, Stathis
European Journal of Operational Research. 222 (2012) 2 - p. 361-368 , 2012

Link: https://doi.org/10.1016/..

12

The Impact of Large Changes in Asset Prices on Intra‐Market..:

Ronn, Ehud I. ; Sayrak, Akin ; Tompaidis, Stathis
Financial Review. 44 (2009) 3 - p. 405-436 , 2009

Link: https://doi.org/10.1111/..

13

Efficient Computation of Hedging Parameters for Discretely ..:

Kaniel, Ron ; Tompaidis, Stathis ; Zemlianov, Alexander
Operations Research. 56 (2008) 4 - p. 811-826 , 2008

Link: https://www.jstor.org/st..

14

Small transaction cost asymptotics and dynamic hedging:

Albanese, Claudio ; Tompaidis, Stathis
European Journal of Operational Research. 185 (2008) 3 - p. 1404-1414 , 2008

Link: https://doi.org/10.1016/..

15

Tax management strategies with multiple risky assets:

Gallmeyer, Michael F. ; Kaniel, Ron ; Tompaidis, Stathis
Journal of Financial Economics. 80 (2006) 2 - p. 243-291 , 2006

Link: https://doi.org/10.1016/..