Stylianos Perrakis

Latest Institution: Concordia University

All Institutions: Concordia University; McGill University

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

Year: 2002
Journal: Journal of Economic Dynamics and Control
Authors: George M. Constantinides; Stylianos Perrakis

Mispricing of S&P 500 Index Options

Year: 2008
Journal: Review of Financial Studies
Authors: George M. Constantinides; Jens Carsten Jackwerth; Stylianos Perrakis

Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence

Year: 2010
Journal: Journal of Finance
Authors: George M. Constantinides; Michal Czerwonko; Jens Carsten Jackwerth; Stylianos Perrakis

Mispriced Index Option Portfolios

Year: 2017
Journal: Financial Management
Authors: George M. Constantinides; Michal Czerwonko; Stylianos Perrakis

Author Disambiguation

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