Georgios Skoulakis : Citation Profile


University of Piraeus

6

H index

5

i10 index

122

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: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk130
   Updated: 2025-01-10    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:

Guidolin, Massimo (5)

Skiadopoulos, George (5)

Bernales, Alejandro (4)

Scaillet, Olivier (4)

Khalaf, Lynda (3)

Taamouti, Abderrahim (3)

Escobar Anel, Marcos (3)

Amendola, Alessandra (3)

Storti, Giuseppe (3)

Legendre, François (2)

Andrews, Donald (2)

Cites to:

Campbell, John (21)

Fama, Eugene (8)

French, Kenneth (8)

Shanken, Jay (8)

Shiller, Robert (7)

Zhou, Guofu (7)

Cochrane, John (6)

Stambaugh, Robert (5)

Newey, Whitney (4)

West, Kenneth (4)

Constantinides, George (4)

Main data


Production by document typearticle20022003200420052006200720082009201020112012201320142015201620172018024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2002200320042005200620072008200920102011201220132014201520162017201802.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200220032004200520062007200820092010201120122013201420152016201720180204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents1234567802550Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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)


Year  ↓Title 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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2024Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective. (2024). Benfeddoul, Safae ; Taib, Asmaaa Alaoui. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-20.

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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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2024Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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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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Works by Georgios Skoulakis:


Year  ↓Title  ↓Type  ↓Cited  ↓
2008A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution In: The American Statistician.
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2002Generalized Method of Moments: Applications in Finance. In: Journal of Business & Economic Statistics.
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article25
2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach In: Journal of Econometrics.
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article15
2011Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios In: Journal of Financial Economics.
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article45
2010Do subjective expectations explain asset pricing puzzles? In: Journal of Financial Economics.
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article15
2005Ergodicity and existence of moments for local mixtures of linear autoregressions In: Statistics & Probability Letters.
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article1
2009Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation In: Computational Economics.
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article9
2010Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method In: The Review of Financial Studies.
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article12
2010Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting In: Econometric Reviews.
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article0

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