3
H index
3
i10 index
104
Citations
VASSILIS POLIMENIS : Citation Profile
Cyprus International Institute of Management (CIIM) | RESEARCH PRODUCTION: 14 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2002 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with VASSILIS POLIMENIS. | Is cited by:
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Main data
Where VASSILIS POLIMENIS has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Risk Finance | 4 |
| Global Business and Economics Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Working Papers / Center for Research in Economics and Statistics | 2 |
Recent works citing VASSILIS POLIMENIS (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Composite Likelihood for Stochastic Migration Model with Unobserved Factor. (2021). Djogbenou, Antoine ; Gouri, Christian ; Bandehali, Maygol ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2109.09043. Full description at Econpapers || Download paper |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper |
| 2023 | Portfolio optimization in the presence of tail correlation. (2023). Chibane, Messaoud ; ben Abdelaziz, Fouad. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000470. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. Full description at Econpapers || Download paper |
Works by VASSILIS POLIMENIS:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Non-Stationary Dividend-Price Ratios In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Non-stationary dividend-price ratios.(2019) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Trading on the Floor after Sweeping the Book In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Lepto-Variance of Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2005 | Affine Model for Credit Risk Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2006 | Affine Models for Credit Risk Analysis.(2006) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2016 | The modified dividend–price ratio In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2011 | The critical stock price for the American put option In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Slow and fast markets In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2016 | Sensitivity analysis of market and stock returns by considering positive and negative jumps In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Jointly estimating jump betas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Jointly estimating jump betas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Sensitivity analysis of market and stock returns by considering positive and negative jumps In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | Day-of-the-week effect around the 2008 financial crisis In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Modified ratios and the cyclically adjusted price-earnings ratio In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Optimal portfolio allocation with higher moments In: Annals of Finance. [Full Text][Citation analysis] | article | 42 |
| 2019 | A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A realistic model of market liquidity and depth In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team