• Article  

      Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition 

      O'Hara, John G.; Sophocleous, Christodoulos; Leach, Peter G. L. (2013)
      We demonstrate the power of symmetry in the resolution of some evolution partial differential equations which arise in various aspects of finance. The essential theme is that which Lie promulgated approximately 140 years ...
    • Conference Object  

      Enhanced UMTS cellular planning for multiple traffic classes in offices scenarios 

      Cabral, O.; Velez, F. J.; Hadjipollas, George; Stylianou, Marios; Antoniou, Josephina; Vassiliou, Vasos; Pitsillides, Andreas (2006)
      It is shown that Enhanced UMTS will be an affordable solution for providing the required network quality and to reduce infrastructure investments in offices scenarios. System capacity results are obtained by using a system ...
    • Conference Object  

      How many attackers can selfish defenders catch? 

      Mavronicolas, Marios; Monien, Burkhard; Lesta, Vicky Papadopoulou (2008)
      In a distributed system with attacks and defenses, an economic investment in defense mechanisms aims at increasing the degree of system protection against the attacks. We study such investments in the selfish setting, where ...
    • Doctoral Thesis  Open Access

      The informational role of financial analysts 

      Kopita, Anastasia-Styliani (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2015-05)
      Σε αυτή την διατριβή εξετάζεται ο ρόλος των χρηματοοικονομικών αναλυτών στις κεφαλαιαγορές. Εξετάζονται τρία διαφορετικά θέματα• πρώτον, ο ρόλος των χρηματοοικονομικών αναλυτών στις κεφαλαιαγορές σε σχέση με την ύπαρξη ...
    • Conference Object  

      A model of product design and information disclosure investments 

      Markopoulos, Panos M.; Hosanagar, K. (Affiliation: Business and Public Administration, University of Cyprus, P.O. Box 20537, Nicosia, CY-1678, CyprusAffiliation: Wharton School, University of Pennsylvania, 3730 Walnut Street, Philadelphia, PA 19104, United StatesCorrespondence Address: Business and Public Administration, University of Cyprus, P.O. Box 20537, Nicosia, CY-1678, Cyprus, 2013)
      As information availability for products and services is increasing and as consumers engage in more online search prior to purchase decisions, it is becoming more important for firms to know when to invest to reduce consumer ...
    • Article  

      Nonparametric predictive regression 

      Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. (2015)
      A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are ...
    • Doctoral Thesis  

      Portfolio choice with neglected risk, political risk, and ambiguity 

      Lotfinoghabi (Lotfi), Somayyeh (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2022-04)
      Η ασάφεια στα δεδομένα επηρεάζει τον τρόπο με τον οποίο οι επενδυτές διαφοροποιούν τα χαρτοφυλάκια τους. Σε αυτή τη διατριβή, τεκμηριώνω πτυχές μιας τέτοιας πηγής ασάφειας, δηλ. βρίσκω στοιχεία που συνάδουν με την υπόθεση ...
    • Article  

      Robust multiobjective portfolio optimization: A minimax regret approach 

      Xidonas, Panos; Mavrotas, George; Hassapis, Christis; Zopounidis, Constantin (2017)
      An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk. Following the basic ideas of modern portfolio theory as introduced by Markowitz, ...
    • Book  

      Strategic investment : real options and games / Han T.J. Smit, Lenos Trigeorgis 

      Smit, Han T. J.; Trigeorgis, Lenos (Princeton University Press, 2004)
    • Article  

      Valuing Infrastructure Investment: an option games approach 

      Smit, Han T. J.; Trigeorgis, Lenos (2009)
      The article discusses infrastructure investment for business enterprises, describing and analyzing an infrastructure development methodology called option games. The option games methodology integrates real options valuation ...