Stylianos Perrakis

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2931-9181

Concordia University

Publications

• Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence — The Journal of Finance 2011
• Mispricing of S&P 500 Index Options — The Review of Financial Studies 2009
• Stochastic Dominance Bounds on American Option Prices in Markets with Frictions — Review of Finance 2007
• Option Pricing Bounds in Discrete Time — The Journal of Finance 1984
• Capacity and Entry Under Demand Uncertainty — The Review of Economic Studies 1983
• Identifying the SSD Portion of the EV Frontier: A Note — Journal of Financial and Quantitative Analysis 1978
• Abstract: Stochastic Dominance in the Laplace Transformation Domain — Journal of Financial and Quantitative Analysis 1977
• On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon — Management Science 1976
• A Note on Optimal Equity Financing of the Corporation — Journal of Financial and Quantitative Analysis 1976
• Certainty Equivalents and Timing Uncertainty — Journal of Financial and Quantitative Analysis 1975
• The Evaluation of Risky Investments with Random Timing of Cash Returns — Management Science 1974