Leonidas Rompolis
Names
| first: |
Leonidas |
| last: |
Rompolis |
Identifer
Contact
| phone: |
0030-2108203413 |
| postal address: |
76 Patission street, 10434, Athens, GREECE |
Affiliations
-
Athens University of Economics and Business (AUEB)
/ Department of Accounting and Finance
Research profile
author of:
- Recovering the market risk premium from higher‐order moment risks (RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186)
by George Chalamandaris & Leonidas S. Rompolis - Risk Premium Effects On Implied Volatility Regressions (RePEc:bla:jfnres:v:33:y:2010:i:2:p:125-151)
by Leonidas S. Rompolis & Elias Tzavalis - The effectiveness of unconventional monetary policy on risk aversion and uncertainty (RePEc:bog:wpaper:231)
by Leonidas S. Rompolis - Pricing Event Risk: Evidence from Concave Implied Volatility Curves (RePEc:chf:rpseri:rp2148)
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis - Recovering Risk Neutral Densities from Option Prices: A New Approach (RePEc:cup:jfinqa:v:43:y:2008:i:04:p:1037-1053_01)
by Rompolis, Leonidas S. & Tzavalis, Elias - Retrieving risk neutral densities from European option prices based on the principle of maximum entropy (RePEc:eee:empfin:v:17:y:2010:i:5:p:918-937)
by Rompolis, Leonidas S. - Improving variance forecasts: The role of Realized Variance features (RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237)
by Papantonis, Ioannis & Rompolis, Leonidas & Tzavalis, Elias - Put-call parity violations and return predictability: Evidence from the 2008 short sale ban (RePEc:eee:jbfina:v:106:y:2019:i:c:p:276-297)
by Nishiotis, George P. & Rompolis, Leonidas S. - Exploring the role of the realized return distribution in the formation of the implied volatility smile (RePEc:eee:jbfina:v:36:y:2012:i:4:p:1028-1044)
by Chalamandaris, Georgios & Rompolis, Leonidas S. - Retrieving risk neutral moments and expected quadratic variation from option prices (RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0575-z)
by Leonidas S. Rompolis & Elias Tzavalis - Pricing and hedging contingent claims using variance and higher order moment swaps (RePEc:taf:quantf:v:17:y:2017:i:4:p:531-550)
by Leonidas S. Rompolis & Elias Tzavalis - Risk‐Free Rates and Variance Futures Prices (RePEc:wly:jfutmk:v:36:y:2016:i:10:p:943-967)
by Leonidas S. Rompolis - Option‐implied moments and the cross‐section of stock returns (RePEc:wly:jfutmk:v:42:y:2022:i:4:p:668-691)
by Lykourgos Alexiou & Leonidas S. Rompolis