Stelios Arvanitis

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Quantitative Analysis

Stochastic Process

Top Venues

Eur. J. Oper. Res.

Publications

Stelios Arvanitis, Thierry Post
Generalized Stochastic Arbitrage Opportunities. Manag. Sci. 70 (7) (2024)
Sofia Anyfantaki, Stelios Arvanitis, Nikolas Topaloglou
Diversification benefits in the cryptocurrency market under mild explosivity. Eur. J. Oper. Res. 295 (1) (2021)
Stelios Arvanitis, Thierry Post, Nikolas Topaloglou
Stochastic Bounds for Reference Sets in Portfolio Analysis. Manag. Sci. 67 (12) (2021)