2

On efficient portfolio selection using convex risk measures

Christos E. Kountzakis
Journal:
Mathematics and Financial Economics
Year:
2011
Language:
english
File:
PDF, 364 KB
english, 2011
3

NONREPLICATION OF OPTIONS

Christos Kountzakis, Ioannis A. Polyrakis, Foivos Xanthos
Journal:
Mathematical Finance
Year:
2012
Language:
english
File:
PDF, 171 KB
english, 2012
5

Risk measures on ordered non-reflexive Banach spaces

Christos E. Kountzakis
Journal:
Journal of Mathematical Analysis and Applications
Year:
2011
Language:
english
File:
PDF, 266 KB
english, 2011
7

The general TCE-Sigma porftolio optimization model

Kountzakis, Christos E., Vartzis, Georgios
Journal:
Applied Mathematical Sciences
Year:
2015
Language:
english
File:
PDF, 280 KB
english, 2015
10

Optimization of expected shortfall on convex sets

Kountzakis, Christos E.
Journal:
Lithuanian Mathematical Journal
Year:
2013
Language:
english
File:
PDF, 159 KB
english, 2013
11

Restricted Coherent Risk Measures and Actuarial Solvency

Kountzakis, Christos E.
Journal:
Advances in Decision Sciences
Year:
2012
Language:
english
File:
PDF, 1.89 MB
english, 2012
13

Distributions with Heavy Tails in Orlicz Spaces

Konstantinides, Dimitrios G., Kountzakis, Christos E.
Journal:
Journal of Theoretical Probability
Year:
2016
Language:
english
File:
PDF, 607 KB
english, 2016
15

The completion of security markets

Christos Kountzakis, Ioannis A. Polyrakis
Journal:
Decisions in Economics and Finance
Year:
2006
Language:
english
File:
PDF, 222 KB
english, 2006
18

The Completion of Real-Asset Markets by Options

Kountzakis, Christos E.
Journal:
International Journal of Mathematics and Mathematical Sciences
Year:
2010
Language:
english
File:
PDF, 1.94 MB
english, 2010