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Vassilis Polimenis
Vassilis Polimenis
Other namesVasilis Polimenis, Vassilios G. Polimenis
University of Limassol
Verified email at uol.ac.cy
Title
Cited by
Cited by
Year
Optimal portfolio allocation with higher moments
J Cvitanić, V Polimenis, F Zapatero
Annals of Finance 4, 1-28, 2008
1362008
Affine models for credit risk analysis
C Gourieroux, A Monfort, V Polimenis
Journal of Financial Econometrics 4 (3), 494-530, 2006
692006
Affine term structure models
C Gouriéroux, A Monfort, V Polimenis
Center for Research in Economics and Statistics Working Papers, 2002
562002
The Design of a File System that Supports Multimedia
V Polimenis
International Computer Science Institute - UC Berkeley, 1991
361991
Topological Sweeping in Three Dimensions
E Anagnostou, L Guibas, V Polimenis
Lecture Notes in Computer Science 450, 310-317, 1990
271990
Skewness correction for asset pricing
V Polimenis
Available at SSRN 897624, 2006
192006
Essays in Discrete Time Asset Pricing
V Polimenis
University of Pennsylvania, 2001
172001
The modified dividend–price ratio
V Polimenis, IM Neokosmidis
International Review of Financial Analysis 45, 31-38, 2016
132016
A realistic model of market liquidity and depth
V Polimenis
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
132005
A new nonlinear discretized learning automaton with rapid convergence and high accuracy
AV Vasilakos, VG Polimenis, VE Agverinos
IEEE International Conference on Systems, Man and Cybernetics, 292-297, 1989
111989
Valuation issues with early equity finance
V Polimenis
Neapolis University Paphos, 2018
92018
The distributional capm: Connecting risk premia to return distributions
V Polimenis
UC Riverside Anderson School Working Paper, 2002
92002
The global financial crisis and its transmission to Asia Pacific
V Polimenis, I Neokosmidis
Journal of Management Analytics 1 (4), 266-284, 2014
72014
Information arrival as price jumps
V Polimenis
Optimization 61 (10), 1179-1190, 2012
62012
The critical stock price for the American put option
YP Chung, H Johnson, V Polimenis
Finance Research Letters 8 (1), 8-14, 2011
62011
Sensitivity analysis of market and stock returns by considering positive and negative jumps
O Theodosiadou, V Polimenis, G Tsaklidis
The Journal of Risk Finance 17 (4), 456-472, 2016
52016
Non-stationary dividend-price ratios
V Polimenis, I Neokosmidis
Journal of Asset Management 20, 552-567, 2019
42019
Jointly estimating jump betas
V Polimenis, I Papantonis
The Journal of Risk Finance 15 (2), 131-148, 2014
32014
Slow and fast markets
V Polimenis
Journal of Economics and Business 57 (6), 576-593, 2005
32005
The informational loadings of a stock
V Polimenis
J Stock Forex Trad 3 (114), 2, 2014
22014
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