George A. Christodoulakis

Publication Activity (10 Years)

Years Active: 1999-2020
Publications (10 Years): 2

Top Topics

Estimation Process

Hierarchical Structure

Top Venues

Eur. J. Oper. Res.

Publications

George A. Christodoulakis
Estimating the term structure of commodity market preferences. Eur. J. Oper. Res. 282 (3) (2020)
George A. Christodoulakis, Abdulkadir Mohamed, Nikolas Topaloglou
Optimal privatization portfolios in the presence of arbitrary risk aversion. Eur. J. Oper. Res. 265 (3) (2018)
George A. Christodoulakis
Common volatility and correlation clustering in asset returns. Eur. J. Oper. Res. 182 (3) (2007)
George A. Christodoulakis, Stephen E. Satchell
Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. Eur. J. Oper. Res. 139 (2) (2002)
George A. Christodoulakis
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach. Oper. Res. 2 (2) (2002)
George A. Christodoulakis, Stephen E. Satchell
The simulation of option prices with application to LIFFE options on futures. Eur. J. Oper. Res. 114 (2) (1999)