George A. Christodoulakis

According to our database, George A. Christodoulakis authored at least 6 papers between 1999 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

Estimating the term structure of commodity market preferences.

George A. Christodoulakis

Eur. J. Oper. Res., 2020

2018

Optimal privatization portfolios in the presence of arbitrary risk aversion.

George A. Christodoulakis, Abdulkadir Mohamed, Nikolas Topaloglou

Eur. J. Oper. Res., 2018

2007

Common volatility and correlation clustering in asset returns.

George A. Christodoulakis

Eur. J. Oper. Res., 2007

2002

Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach.

George A. Christodoulakis

Oper. Res., 2002

Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns.

George A. Christodoulakis, Stephen E. Satchell

Eur. J. Oper. Res., 2002

1999

The simulation of option prices with application to LIFFE options on futures.

George A. Christodoulakis, Stephen E. Satchell

Eur. J. Oper. Res., 1999