VASSILIS POLIMENIS
Names
| first: | VASSILIS |
| last: | POLIMENIS |
Identifer
| RePEc Short-ID: | ppo227 |
Contact
Affiliations
-
Cyprus International Institute of Management (CIIM)
- EDIRC entry
- location:
Research profile
author of:
- Non-Stationary Dividend-Price Ratios (RePEc:arx:papers:1902.06053)
by Vassilis Polimenis & Ioannis Neokosmidis - Trading on the Floor after Sweeping the Book (RePEc:arx:papers:2001.06445)
by Vassilis Polimenis - Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks (RePEc:arx:papers:2007.08115)
by Vassilis Polimenis - The Lepto-Variance of Stock Returns (RePEc:arx:papers:2207.04867)
by Vassilis Polimenis - Affine Term Structure Models (RePEc:crs:wpaper:2002-49)
by Christian Gourieroux & Alain Monfort & Vassilis Polimenis - Affine Model for Credit Risk Analysis (RePEc:crs:wpaper:2005-44)
by Christian Gourieroux & Alain Monfort & Vassilis Polimenis - The modified dividend–price ratio (RePEc:eee:finana:v:45:y:2016:i:c:p:31-38)
by Polimenis, Vassilis & Neokosmidis, Ioannis M. - The critical stock price for the American put option (RePEc:eee:finlet:v:8:y:2011:i:1:p:8-14)
by Chung, Y. Peter & Johnson, Herb & Polimenis, Vassilis - Slow and fast markets (RePEc:eee:jebusi:v:57:y:2005:i:6:p:576-593)
by Polimenis, Vassilis - Sensitivity analysis of market and stock returns by considering positive and negative jumps (RePEc:eme:jrfpps:jrf-01-2016-0008)
by Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis - Jointly estimating jump betas (RePEc:eme:jrfpps:jrf-07-2013-0052)
by Vassilis Polimenis & Ioannis Papantonis - Unknown item RePEc:eme:jrfpps:v:15:y:2014:i:2:p:131-148 (article)
- Unknown item RePEc:eme:jrfpps:v:17:y:2016:i:4:p:456-472 (article)
- Day-of-the-week effect around the 2008 financial crisis (RePEc:ids:gbusec:v:14:y:2012:i:4:p:283-307)
by Nikolas L. Hourvouliades & Vassilis Polimenis - Modified ratios and the cyclically adjusted price-earnings ratio (RePEc:ids:gbusec:v:27:y:2022:i:2:p:209-231)
by Catherine Georgiou & Ioannis Neokosmidis & Vassilis Polimenis - Optimal portfolio allocation with higher moments (RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28)
by Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero - Affine Models for Credit Risk Analysis (RePEc:oup:jfinec:v:4:y:2006:i:3:p:494-530)
by C. Gourieroux & A. Monfort & V. Polimenis - Non-stationary dividend-price ratios (RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00143-3)
by Vassilis Polimenis & Ioannis Neokosmidis - A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps (RePEc:taf:japsta:v:46:y:2019:i:12:p:2180-2197)
by O. Theodosiadou & V. Polimenis & G. Tsaklidis - A realistic model of market liquidity and depth (RePEc:wly:jfutmk:v:25:y:2005:i:5:p:443-464)
by Vassilis Polimenis