Georgios Skoulakis : Citation Profile

Are you Georgios Skoulakis?

University of Piraeus

6

H index

5

i10 index

120

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 7
   Journals where Georgios Skoulakis has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk130
   Updated: 2024-11-08    RAS profile: 2023-07-26    
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Relations with other researchers

Works with:

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

Is cited by:

Skiadopoulos, George (5)

Guidolin, Massimo (5)

Scaillet, Olivier (4)

Bernales, Alejandro (4)

Escobar Anel, Marcos (3)

Khalaf, Lynda (3)

Storti, Giuseppe (3)

Taamouti, Abderrahim (3)

Amendola, Alessandra (3)

TOGOLA, Djibril (2)

Koulovatianos, Christos (2)

Cites to:

Campbell, John (21)

Shanken, Jay (8)

French, Kenneth (8)

Fama, Eugene (8)

Shiller, Robert (7)

Zhou, Guofu (7)

Cochrane, John (6)

Stambaugh, Robert (5)

Constantinides, George (4)

West, Kenneth (4)

Hodrick, Robert (4)

Main data

Where Georgios Skoulakis has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Recent works citing Georgios Skoulakis (2024 and 2023)

YearTitle of citing document
2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2024Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210.

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2023The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region. (2023). Pham, Ha ; Ly, Kim Cuong ; Kashiramka, Smita ; Gupta, Juhi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:793-820.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023A Polynomial-Affine Approximation for Dynamic Portfolio Choice. (2023). Escobar Anel, Marcos ; Zhu, Yichen ; Davison, Matt ; Escobar-Anel, Marcos. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10297-9.

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2023Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium. (2023). Wang, Tong. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:325-367..

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2023The information content of option‐implied tail risk on the future returns of the underlying asset. (2018). Yen, Kuanga Chieh ; Wang, Yawa Huei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:4:p:493-510.

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Works by Georgios Skoulakis:

YearTitleTypeCited
2008A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution In: The American Statistician.
[Full Text][Citation analysis]		article0
2002Generalized Method of Moments: Applications in Finance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article25
2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2011Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios In: Journal of Financial Economics.
[Full Text][Citation analysis]		article45
2010Do subjective expectations explain asset pricing puzzles? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2005Ergodicity and existence of moments for local mixtures of linear autoregressions In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2009Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation In: Computational Economics.
[Full Text][Citation analysis]		article9
2010Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method In: The Review of Financial Studies.
[Full Text][Citation analysis]		article11
2010Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting In: Econometric Reviews.
[Full Text][Citation analysis]		article0

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