Georgios Skoulakis
Names
| first: |
Georgios |
| last: |
Skoulakis |
Identifer
Contact
Affiliations
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University of Piraeus
/ Department of Banking and Financial Management
Research profile
author of:
- A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution (RePEc:bes:amstat:v:62:y:2008:m:may:p:147-150)
by Skoulakis, Georgios - Generalized Method of Moments: Applications in Finance (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:470-81)
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu - Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach (RePEc:eee:econom:v:204:y:2018:i:2:p:159-188)
by Kim, Soohun & Skoulakis, Georgios - Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios (RePEc:eee:jfinec:v:100:y:2011:i:3:p:475-495)
by Bakshi, Gurdip & Panayotov, George & Skoulakis, Georgios - Do subjective expectations explain asset pricing puzzles? (RePEc:eee:jfinec:v:98:y:2010:i:3:p:462-477)
by Bakshi, Gurdip & Skoulakis, Georgios - Ergodicity and existence of moments for local mixtures of linear autoregressions (RePEc:eee:stapro:v:71:y:2005:i:4:p:313-322)
by Carvalho, Alexandre & Skoulakis, Georgios - Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation (RePEc:kap:compec:v:33:y:2009:i:2:p:193-207)
by Lorenzo Garlappi & Georgios Skoulakis - Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method (RePEc:oup:rfinst:v:23:y:2010:i:9:p:3346-3400)
by Lorenzo Garlappi & Georgios Skoulakis - Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting (RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:642-687)
by Alexandre Carvalho & Georgios Skoulakis