Theofanis Darsinos : Citation Profile


Are you Theofanis Darsinos?

University of Cambridge

1

H index

0

i10 index

7

Citations

RESEARCH PRODUCTION:

1

Articles

5

Papers

RESEARCH ACTIVITY:

   3 years (2001 - 2004). See details.
   Cites by year: 2
   Journals where Theofanis Darsinos has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 3 (30 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda36
   Updated: 2024-04-18    RAS profile: 2021-03-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Theofanis Darsinos.

Is cited by:

Gzyl, Henryk (1)

Malone, Samuel (1)

Kapadia, Nikunj (1)

Rogers, Leonard (1)

Cites to:

Carpenter, Jennifer (4)

Veld, Chris (4)

Murphy, Kevin (4)

Scholes, Myron (4)

merton, robert (3)

Schachter, Barry (2)

Ghysels, Eric (2)

Jarrow, Robert (2)

John, Kose (2)

Butler, J. (2)

Detemple, Jerome (2)

Main data


Where Theofanis Darsinos has published?


Recent works citing Theofanis Darsinos (2024 and 2023)


YearTitle of citing document

Works by Theofanis Darsinos:


YearTitleTypeCited
2001Bayesian Analysis of the Black-Scholes Option Price In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper4
2001Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2002The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2002On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2003Bayesian Estimation of Risk-Premia in an APT Context In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2004Measuring style tilting and decomposing style risk In: Journal of Asset Management.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team